Cross-conformal predictors. / Vovk, Vladimir.

In: Annals of Mathematics and Artificial Intelligence, Vol. 74, No. 1-2, 06.2015, p. 9-28.

Research output: Contribution to journalArticle

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Abstract

Inductive conformal predictors have been designed to overcome the computational inefficiency exhibited by conformal predictors for many underlying prediction algorithms. Whereas computationally efficient, inductive conformal predictors sacrifice different parts of the training set at different stages of prediction, which affects their informational efficiency. This paper introduces the method of cross-conformal prediction, which is a hybrid of the methods of inductive conformal prediction and cross-validation, and studies its validity and informational efficiency empirically. The computational efficiency of cross-conformal predictors is comparable to that of inductive conformal predictors, and they produce valid predictions in our empirical studies.
Original languageEnglish
Pages (from-to)9-28
Number of pages20
JournalAnnals of Mathematics and Artificial Intelligence
Volume74
Issue number1-2
Early online date10 Jul 2013
DOIs
Publication statusPublished - Jun 2015
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 23255882