Universal Probability-Free Conformal Prediction

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• 关键词：Conformal prediction ; Prediction systems ; Probability ; free ; Universal prediction
• 刊名：Lecture Notes in Computer Science
• 出版年：2016
• 出版时间：2016
• 年：2016
• 卷：9653
• 期：1
• 页码：40-47
• 全文大小：166 KB
• 参考文献：1.Popper, K.R.: Logik der Forschung. Springer, Vienna (1934), English translation: The Logic of Scientific Discovery. Hutchinson, London (1959)
  2.Popper, K.R.: Objective Knowledge: An Evolutionary Approach, revised edn. Clarendon Press, Oxford (1979). first edition: 1972
  3.Popper, K.R.: All Life is Problem Solving. Routledge, Abingdon (1999)
  4.Rissanen, J.: A universal prior for integers and estimation by minimum description length. Ann. Stat. 11, 416–431 (1983)MathSciNet CrossRef MATH
  5.Shen, A.: Around Kolmogorov complexity: basic notions and results. In: Vovk, V., Papadopoulos, H., Gammerman, A. (eds.) Measures of Complexity: Festschrift for Alexey Chervonenkis, pp. 75–115. Springer, Cham (2015)CrossRef
  6.Vovk, V.: The basic conformal prediction framework. In: Balasubramanian, V.N., Ho, S.S., Vovk, V. (eds.) Conformal Prediction for Reliable Machine Learning: Theory, Adaptations, and Applications, chap. 1, pp. 3–19. Elsevier, Amsterdam (2014)
  
• 作者单位：Vladimir Vovk (17)
  Dusko Pavlovic (18)
  
  17. Royal Holloway, University of London, Egham, Surrey, UK
  18. University of Hawaii, Honolulu, USA
  
• 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 construct a universal prediction system in the spirit of Popper’s falsifiability and Kolmogorov complexity. This prediction system does not depend on any statistical assumptions, but under the IID assumption it dominates, although in a rather weak sense, conformal prediction.