Criteria of Efficiency for Conformal Prediction

We study optimal conformity measures for various criteria of efficiency in an idealised setting. This leads to an important class of criteria of efficiency that we call probabilistic; it turns out that the most standard criteria of efficiency used in literature on conformal prediction are not probab...

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Bibliographic Details
Published inConformal and Probabilistic Prediction with Applications pp. 23 - 39
Main Authors Vovk, Vladimir, Fedorova, Valentina, Nouretdinov, Ilia, Gammerman, Alexander
Format Book Chapter
LanguageEnglish
Published Cham Springer International Publishing
SeriesLecture Notes in Computer Science
Subjects
Conformal prediction
Informational efficiency
Predictive efficiency
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Summary:We study optimal conformity measures for various criteria of efficiency in an idealised setting. This leads to an important class of criteria of efficiency that we call probabilistic; it turns out that the most standard criteria of efficiency used in literature on conformal prediction are not probabilistic.
Bibliography:A preliminary version of this paper was published as Working Paper 11 of the On-line Compression Modelling project (New Series), http://alrw.net, in April 2014.
ISBN:3319333941
9783319333946
ISSN:0302-9743
1611-3349
DOI:10.1007/978-3-319-33395-3_2