Conformal Prediction

CD-split and HPD-split: Efficient conformal regions in high dimensions
Conformal methods create prediction bands that control average coverage assuming solely i.i.d. data. We introduce CD-split and HPD-split, which yield general prediction regions and converge to the optimal highest predictive density set.
Rafael Izbicki, Gilson Shimizu, Rafael B. Stern
May, 2022 Journal of Machine Learning Research
PDF Cite Code
CD-split and HPD-split: Efficient conformal regions in high dimensions
Flexible distribution-free conditional predictive bands using density estimators
Conformal methods create prediction bands that control average coverage assuming solely i.i.d. data. Besides average coverage, one …
Gilson Shimizu, Rafael Izbicki, Rafael B. Stern
April, 2020 In PMLR
PDF Cite Source Document