Informational and computation efficiency of set predictors. / Vovk, Vladimir.

Proceedings of the Fifth Workshop on Information-Theoretic Methods in Science and Engineering. ed. / Steven de Rooij; Wojciech Kotlowski; Jorma Rissanen; Petri Millimaki; Teemu Roos; Kenji Yamanishi. Amsterdam : CWI, 2012. p. 48-51.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Published

Abstract

There are two methods of set prediction that are provably valid under the assumption of randomness: transductive conformal prediction and inductive conformal prediction. The former method is informationally efficient but often lacks computational efficiency. The latter method is, vice versa, computationally efficient but less efficient informationally. This talk discusses a new method, which we call cross-conformal prediction, that combines informational efficiency of transductive conformal prediction with computational efficiency of inductive conformal prediction. The downside of the new method is that its validity is an empirical rather than mathematical fact.
Original languageEnglish
Title of host publicationProceedings of the Fifth Workshop on Information-Theoretic Methods in Science and Engineering
EditorsSteven de Rooij, Wojciech Kotlowski, Jorma Rissanen, Petri Millimaki, Teemu Roos , Kenji Yamanishi
Place of PublicationAmsterdam
PublisherCWI
Pages48-51
Number of pages4
Publication statusPublished - Sep 2012

ID: 9594689