• Corpus ID: 231839750

Exact Optimization of Conformal Predictors via Incremental and Decremental Learning

  title={Exact Optimization of Conformal Predictors via Incremental and Decremental Learning},
  author={Giovanni Cherubin and Konstantinos Chatzikokolakis and Martin Jaggi},
Conformal Predictors (CP) are wrappers around ML models, providing error guarantees under weak assumptions on the data distribution. They are suitable for a wide range of problems, from classification and regression to anomaly detection. Unfortunately, their very high computational complexity limits their applicability to large datasets. In this work, we show that it is possible to speed up a CP classifier considerably, by studying it in conjunction with the underlying ML method, and by… 
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