Conformal e-prediction
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2020
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| _version_ | 1866910948133961728 |
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| author | Vovk, Vladimir |
| author_facet | Vovk, Vladimir |
| contents | This paper discusses a counterpart of conformal prediction for e-values, conformal e-prediction. Conformal e-prediction is conceptually simpler and had been developed in the 1990s as a precursor of conformal prediction. When conformal prediction emerged as result of replacing e-values by p-values, it seemed to have important advantages over conformal e-prediction without obvious disadvantages. This paper re-examines relations between conformal prediction and conformal e-prediction systematically from a modern perspective. Conformal e-prediction has advantages of its own, such as the ease of designing conditional conformal e-predictors and the guaranteed validity of cross-conformal e-predictors (whereas for cross-conformal predictors validity is only an empirical fact and can be broken with excessive randomization). Even where conformal prediction has clear advantages, conformal e-prediction can often emulate those advantages, more or less successfully. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2001_05989 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Conformal e-prediction Vovk, Vladimir Machine Learning 68T05 (Primary) 68Q32, 62G15 (Secondary) This paper discusses a counterpart of conformal prediction for e-values, conformal e-prediction. Conformal e-prediction is conceptually simpler and had been developed in the 1990s as a precursor of conformal prediction. When conformal prediction emerged as result of replacing e-values by p-values, it seemed to have important advantages over conformal e-prediction without obvious disadvantages. This paper re-examines relations between conformal prediction and conformal e-prediction systematically from a modern perspective. Conformal e-prediction has advantages of its own, such as the ease of designing conditional conformal e-predictors and the guaranteed validity of cross-conformal e-predictors (whereas for cross-conformal predictors validity is only an empirical fact and can be broken with excessive randomization). Even where conformal prediction has clear advantages, conformal e-prediction can often emulate those advantages, more or less successfully. |
| title | Conformal e-prediction |
| topic | Machine Learning 68T05 (Primary) 68Q32, 62G15 (Secondary) |
| url | https://arxiv.org/abs/2001.05989 |