Finite-sample Efficient Conformal Prediction
@inproceedings{Yang2021FinitesampleEC, title={Finite-sample Efficient Conformal Prediction}, author={Yachong Yang and Arun K. Kuchibhotla}, year={2021} }
Conformal prediction is a generic methodology for finite-sample valid distribution-free prediction. This technique has garnered a lot of attention in the literature partly because it can be applied with any machine learning algorithm that provides point predictions to yield valid prediction regions. Of course, the efficiency (width/volume) of the resulting prediction region depends on the performance of the machine learning algorithm. In this paper, we consider the problem of obtaining the…
19 Citations
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