Conformal prediction with localization

08/22/2019
by   Leying Guan, et al.
0

We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. The proposed method is a natural extension to conformal inference. We prove that our proposal can also have assumption-free and finite sample coverage guarantees, and we compare the behaviors of localized conformal inference and conformal inference in simulations. To our knowledge, this is the first work that generalizes the method of conformal prediction to the case where we can break the data exchangeability, so as to give the test sample a special role.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
06/15/2021

Localized Conformal Prediction: A Generalized Inference Framework for Conformal Prediction

We propose a new inference framework called localized conformal predicti...
research
04/12/2023

Post-selection Inference for Conformal Prediction: Trading off Coverage for Precision

Conformal inference has played a pivotal role in providing uncertainty q...
research
03/02/2023

Design-based conformal prediction

Conformal prediction is an assumption-lean approach to generating distri...
research
05/10/2019

Prediction and outlier detection: a distribution-free prediction set with a balanced objective

We consider the multi-class classification problem when the training dat...
research
05/10/2019

Prediction and outlier detection in classification problems

We consider the multi-class classification problem when the training dat...
research
04/14/2016

Distribution-Free Predictive Inference For Regression

We develop a general framework for distribution-free predictive inferenc...
research
04/18/2022

Optimal Conformal Prediction for Small Areas

Existing inferential methods for small area data involve a trade-off bet...

Please sign up or login with your details

Forgot password? Click here to reset