Inductive randomness predictors: beyond conformal

Fuente: arXiv
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Autore principale: Vovk, Vladimir
Natura: Preprint
Pubblicazione: 2025
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author Vovk, Vladimir
author_facet Vovk, Vladimir
contents This paper introduces inductive randomness predictors, which form a proper superset of inductive conformal predictors but have the same principal property of validity under the assumption of randomness (i.e., of IID data). It turns out that every non-trivial inductive conformal predictor is strictly dominated by an inductive randomness predictor, although the improvement is not great, at most a factor of $\mathrm{e}\approx2.72$ in the case of e-prediction. The dominating inductive randomness predictors are more complicated and more difficult to compute; besides, an improvement by a factor of $\mathrm{e}$ is rare. Therefore, this paper does not suggest replacing inductive conformal predictors by inductive randomness predictors and only calls for a more detailed study of the latter.
format Preprint
id arxiv_https___arxiv_org_abs_2503_02803
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Inductive randomness predictors: beyond conformal
Vovk, Vladimir
Machine Learning
Methodology
68Q32 (Primary) 62G15, 68T05 (Secondary)
This paper introduces inductive randomness predictors, which form a proper superset of inductive conformal predictors but have the same principal property of validity under the assumption of randomness (i.e., of IID data). It turns out that every non-trivial inductive conformal predictor is strictly dominated by an inductive randomness predictor, although the improvement is not great, at most a factor of $\mathrm{e}\approx2.72$ in the case of e-prediction. The dominating inductive randomness predictors are more complicated and more difficult to compute; besides, an improvement by a factor of $\mathrm{e}$ is rare. Therefore, this paper does not suggest replacing inductive conformal predictors by inductive randomness predictors and only calls for a more detailed study of the latter.
title Inductive randomness predictors: beyond conformal
topic Machine Learning
Methodology
68Q32 (Primary) 62G15, 68T05 (Secondary)
url https://arxiv.org/abs/2503.02803