Root-finding Approaches for Computing Conformal Prediction Set
Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal level without additional assumptions on their distribution. Its computation deplorably requires a refitting procedure for all replacement candidates of the target response. In regression settings, this corresponds to an infinite number of model fits. Apart from relatively simple estimators that can be written as pieces of linear function of the response, efficiently computing such sets is difficult, and is still considered as an open problem. We exploit the fact that, \emph{often}, conformal prediction sets are intervals whose boundaries can be efficiently approximated by classical root-finding algorithms. We investigate how this approach can overcome many limitations of formerly used strategies; we discuss its complexity and drawbacks.
Code (1)
Tasks
Conformal PredictionPredictionSimilar Papers 제목 키워드 기반
Accelerating Conformal Prediction via Approximate Leave-One-Out
While conformal prediction provides a general framework for uncertainty quantification in predictive inference, its application is often limited by computational cost. Recent methods, including Jackknife+ and Jackknife-m…
Computing Full Conformal Prediction Set with Approximate Homotopy
If you are predicting the label $y$ of a new object with $\hat y$, how confident are you that $y = \hat y$? Conformal prediction methods provide an elegant framework for answering such question by building a $100 (1 - \a…
Conformal PredictionPredictionConfident Object Detection via Conformal Prediction and Conformal Risk Control: an Application to Railway Signaling
Deploying deep learning models in real-world certified systems requires the ability to provide confidence estimates that accurately reflect their uncertainty. In this paper, we demonstrate the use of the conformal predic…
Conformal Predictionobject-detectionObject DetectionPredictionEvidential Uncertainty Sets in Deep Classifiers Using Conformal Prediction
In this paper, we propose Evidential Conformal Prediction (ECP) method for image classifiers to generate the conformal prediction sets. Our method is designed based on a non-conformity score function that has its roots i…
Conformal PredictionExact and Approximate Conformal Inference for Multi-Output Regression
It is common in machine learning to estimate a response $y$ given covariate information $x$. However, these predictions alone do not quantify any uncertainty associated with said predictions. One way to overcome this def…
Conformal Predictionregression