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Modifications to p-Values of Conformal Predictors
Stockholms universitet, Samhällsvetenskapliga fakulteten, Institutionen för data- och systemvetenskap.
Vise andre og tillknytning
2015 (engelsk)Inngår i: Statistical Learning and Data Sciences: Third International Symposium, SLDS 2015, Egham, UK, April 20-23, 2015, Proceedings / [ed] Alexander Gammerman, Vladimir Vovk, Harris Papadopoulos, Springer, 2015, 251-259 s.Konferansepaper, Publicerat paper (Fagfellevurdert)
Resurstyp
Text
Abstract [en]

The original definition of a p-value in a conformal predictor can sometimes lead to too conservative prediction regions when the number of training or calibration examples is small. The situation can be improved by using a modification to define an approximate p-value. Two modified p-values are presented that converges to the original p-value as the number of training or calibration examples goes to infinity.

Numerical experiments empirically support the use of a p-value we call the interpolated p-value for conformal prediction. The interpolated p-value seems to be producing prediction sets that have an error rate which corresponds well to the prescribed significance level.

sted, utgiver, år, opplag, sider
Springer, 2015. 251-259 s.
Serie
Lecture Notes in Computer Science, ISSN 0302-9743 ; 9047
HSV kategori
Forskningsprogram
data- och systemvetenskap
Identifikatorer
URN: urn:nbn:se:su:diva-124669DOI: 10.1007/978-3-319-17091-6_20ISBN: 978-3-319-17090-9 (tryckt)ISBN: 978-3-319-17091-6 (tryckt)OAI: oai:DiVA.org:su-124669DiVA: diva2:890504
Konferanse
Third International Symposium, SLDS 2015, Egham, UK, April 20-23, 2015
Tilgjengelig fra: 2016-01-04 Laget: 2016-01-04 Sist oppdatert: 2016-08-08bibliografisk kontrollert

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