Criteria of Efficiency for Conformal Prediction
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  • 关键词:Conformal prediction ; Predictive efficiency ; Informational efficiency
  • 刊名:Lecture Notes in Computer Science
  • 出版年:2016
  • 出版时间:2016
  • 年:2016
  • 卷:9653
  • 期:1
  • 页码:23-39
  • 全文大小:312 KB
  • 参考文献:1.Balasubramanian, V.N., Ho, S.S., Vovk, V. (eds.): Conformal Prediction for Reliable Machine Learning: Theory, Adaptations, and Applications. Elsevier, Amsterdam (2014)
    2.Dawid, A.P.: Probability forecasting. In: Kotz, S., Balakrishnan, N., Read, C.B., Vidakovic, B., Johnson, N.L. (eds.) Encyclopedia of Statistical Sciences, vol. 10, 2nd edn, pp. 6445–6452. Wiley, Hoboken, NJ (2006)
    3.Fedorova, V., Gammerman, A., Nouretdinov, I., Vovk, V.: Conformal prediction under hypergraphical models. In: Papadopoulos, H., Andreou, A.S., Iliadis, L., Maglogiannis, I. (eds.) AIAI 2013. IFIP AICT, vol. 412, pp. 371–383. Springer, Heidelberg (2013)CrossRef
    4.Gneiting, T., Raftery, A.E.: Strictly proper scoring rules, prediction, and estimation. J. Am. Stat. Assoc. 102, 359–378 (2007)MathSciNet CrossRef MATH
    5.Johansson, U., König, R., Löfström, T., Boström, H.: Evolved decision trees as conformal predictors. In: de la Fraga, L.G. (ed.) Proceedings of the 2013 IEEE Conference on Evolutionary Computation, vol. 1, pp. 794–1801. Cancun, Mexico (2013)
    6.Le Cun, Y., Boser, B.E., Denker, J.S., Henderson, D., Howard, R.E., Hubbard, W.E., Jackel, L.D.: Handwritten digit recognition with a back-propagation network. In: Touretzky, D.S. (ed.) Advances in Neural Information Processing Systems 2, pp. 396–404. Morgan Kaufmann, San Francisco, CA (1990)
    7.Lehmann, E.L.: Testing Statistical Hypotheses, 2nd edn. Springer, New York (1986)CrossRef MATH
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    9.Lei, J., Wasserman, L.: Distribution free prediction bands for nonparametric regression. J. Roy. Stat. Soc. B 76, 71–96 (2014)MathSciNet CrossRef
    10.Melluish, T., Saunders, C., Nouretdinov, I., Vovk, V.: Comparing the Bayes and typicalness frameworks. In: Flach, P.A., De Raedt, L. (eds.) ECML 2001. LNCS (LNAI), vol. 2167, pp. 360–371. Springer, Heidelberg (2001)CrossRef
    11.Papadopoulos, H., Gammerman, A., Vovk, V.: Special issue of the conformal prediction and its applications. Ann. Math. Artif. Intell. 74(1–2), 1–7 (2015). SpringerMathSciNet CrossRef MATH
    12.Saunders, C., Gammerman, A., Vovk, V.: Transduction with confidence and credibility. In: Dean, T. (ed.) Proceedings of the Sixteenth International Joint Conference on Artificial Intelligence, vol. 2, pp. 722–726. Morgan Kaufmann, San Francisco, CA (1999)
    13.Smith, J., Nouretdinov, I., Craddock, R., Offer, C., Gammerman, A.: Anomaly detection of trajectories with kernel density estimation by conformal prediction. In: Iliadis, L., Maglogiannis, I., Papadopoulos, H., Sioutas, S., Makris, C. (eds.) Artificial Intelligence Applications and Innovations. IFIP AICT, vol. 437, pp. 271–280. Springer, Heidelberg (2014)
    14.Vovk, V., Gammerman, A., Shafer, G.: Algorithmic Learning in a Random World. Springer, New York (2005)MATH
    15.Vovk, V., Petej, I., Fedorova, V.: From conformal to probabilistic prediction. In: Iliadis, L., Maglogiannis, I., Papadopoulos, H., Sioutas, S., Makris, C. (eds.) Artificial Intelligence Applications and Innovations. IFIP AICT, vol. 437, pp. 221–230. Springer, Heidelberg (2014)
  • 作者单位:Vladimir Vovk (17)
    Valentina Fedorova (18)
    Ilia Nouretdinov (17)
    Alexander Gammerman (17)

    17. Computer Learning Research Centre, Royal Holloway, University of London, Egham, Surrey, UK
    18. Yandex, Moscow, Russia
  • 丛书名:Conformal and Probabilistic Prediction with Applications
  • ISBN:978-3-319-33395-3
  • 刊物类别:Computer Science
  • 刊物主题:Artificial Intelligence and Robotics
    Computer Communication Networks
    Software Engineering
    Data Encryption
    Database Management
    Computation by Abstract Devices
    Algorithm Analysis and Problem Complexity
  • 出版者:Springer Berlin / Heidelberg
  • ISSN:1611-3349
  • 卷排序:9653
文摘
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.

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