• Corpus ID: 248572298

Training-conditional coverage for distribution-free predictive inference

@inproceedings{Bian2022TrainingconditionalCF,
  title={Training-conditional coverage for distribution-free predictive inference},
  author={Michael Bian and Rina Foygel Barber},
  year={2022}
}
The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable predictive intervals. The guarantees provided by these methods are typically marginal, meaning that predictive accuracy holds on average over both the training data set and the test point that is queried. However, it may be preferable to obtain a stronger… 

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