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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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326395126 · May 202619922001200920172026
48 results for Inductive conformal predictors

This note 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 predictive efficiency empirically.

2012-08-03abs ↗pdf ↗

This paper applies conformal prediction techniques to compute simultaneous prediction bands and clustering trees for functional data. These tools can be used to detect outliers and clusters. Both our prediction bands and clustering trees provide prediction sets for the underlying stochastic process with a guaranteed fi…

2013-02-26abs ↗pdf ↗

New methods for CI testing under model misspecification.

problem Challenges in CI testing with misspecified models.
method Proposes new approximations and upper bounds for testing errors of regression-based CI tests.
result Introduces the Rao-Blackwellized Predictor Test (RBPT) robust against misspecified inductive biases.

CAOS aggregates multiple one-shot predictors for efficient uncertainty quantification.

problem Lack of principled uncertainty quantification in one-shot prediction.
method CAOS, a conformal framework that aggregates multiple one-shot predictors and uses a leave-one-out calibration scheme.
result CAOS produces smaller prediction sets with reliable coverage compared to split conformal baselines.

PAC-Bayes theory improves ICP efficiency and coverage.

problem Inefficient and unreliable uncertainty estimates in deep learning models.
method PAC-Bayes theory to optimize model and score function parameters for efficient and reliable prediction sets.
result Generalization bounds on coverage and efficiency of optimized prediction sets.

This paper discusses a counterpart of conformal prediction for e-values, conformal e-prediction. Conformal e-prediction is conceptually simpler and had been developed in the 1990s as a precursor of conformal prediction. When conformal prediction emerged as result of replacing e-values by p-values, it seemed to have imp…

2020-01-16abs ↗pdf ↗

Proposes a new method to unlearn from specific data points in conformal predictors.

problem Challenges of existing unlearning methods in conformal predictors.
method Formalizes conformal unlearning, introduces practical metrics, and presents an optimization algorithm.
result Demonstrates effective removal of targeted information while preserving utility.

New method calibrates uncertainty estimates for image classifiers without labeled data.

problem Uncertainty estimates for modern classifiers are unreliable without labeled calibration data.
method Calibrates uncertainty estimates using unlabeled examples for distribution shifts.
result Proposes a method that provides excellent uncertainty estimates under natural distribution shifts.

We consider the problem of quickest change-point detection in data streams. Classical change-point detection procedures, such as CUSUM, Shiryaev-Roberts and Posterior Probability statistics, are optimal only if the change-point model is known, which is an unrealistic assumption in typical applied problems. Instead we p…

2017-06-11abs ↗pdf ↗

The paper develops exact and approximate conformal inference methods for multi-output regression.

problem Uncertainty quantification in multi-output regression predictions.
method Exact derivations and approximations of conformal inference p-values for linear multi-output predictors, and efficient methods for nonlinear predictors.
result Efficient methods for approximating conformal prediction regions for multi-output predictors, both linear and nonlinear.

Extends positive mass theorem to arbitrary dimensions using a new inductive scheme.

problem Overcoming singularities in the Schoen-Yau proof for arbitrary dimensions.
method Inductive scheme combining shielding principle, conformal blow-up, and Cheeger-Naber bound.
result Proof of positive mass theorem in arbitrary dimensions.

Improves conformal prediction by combining multiple score functions and optimizing weights.

problem Limitations of single-score conformal predictors in multi-class classification.
method Combines multiple score functions and optimizes weights to minimize prediction set size.
result Consistently outperforms single-score conformal predictors while maintaining valid coverage.

Conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed coverage probability under the standard IID assumption regardless of whether the assumptions (often considerably more restrictive) of the underlying algorithm ar…

2014-04-08abs ↗pdf ↗

Principal Components Analysis is a widely used technique for dimension reduction and characterization of variability in multivariate populations. Our interest lies in studying when and why the rotation to principal components can be used effectively within a response-predictor set relationship in the context of mode hu…

2014-09-30abs ↗pdf ↗

New statistical guarantee improves conformal predictors for small datasets.

problem Uncertainty quantification for small datasets in surrogate models.
method Proposed a new statistical guarantee for conformal predictors, converging to standard CP for large datasets.
result The new guarantee offers relevant information about coverage for small data sizes, improving applicability.

The present paper describes a way to relate Martin boundaries on spaces of varying topology. This enables us to approach some detailed inductive analysis of the eigenfunctions of conformal Laplacians on minimal hypersurfaces near their singularities. This can directly be used resp. translated to understand the way how …

2008-08-14abs ↗pdf ↗

The paper tackles time series data by applying conformal prediction with nearest neighbors.

problem Time series data violates the exchangeability assumption required for conformal prediction.
method The approach uses the nearest neighbors method with fast parameter tuning and weighted nearest neighbors (FPTO-WNN) to construct reliable prediction intervals.
result Data analysis shows the effectiveness of the proposed approach.

ICP improves text infilling and POS tagging with valid confidence sets.

problem Statistical reliability of machine learning predictions.
method Inductive conformal prediction algorithms for text infilling and POS tagging.
result Valid set-valued predictions with small size for real-world applications.

Paper discusses optimal CP for second-order predictions.

problem How to incorporate second-order predictions into conformal prediction.
method Introduces Bernoulli prediction sets (BPS) for second-order predictions and applies conformal risk control for compromised validity.
result BPS provides the smallest prediction sets with conditional coverage.

Split conformal prediction works well for time series despite temporal dependence.

problem Uncertainty quantification for time series predictions with past data.
method Split conformal prediction method for time series data with predictors having memory.
result Theoretical bounds on coverage probability for split conformal prediction in time series with memory.

Split conformal prediction provides finite-sample guarantees for black-box models without distributional assumptions.

problem Weak performance guarantees for modern predictive models under minimal assumptions.
method Develops finite-sample guarantees for split conformal prediction, a method that uses nested prediction sets and order statistics.
result The coverage of prediction sets based on order statistics stochastically dominates the Beta distribution.

Paper argues for using functional theory of randomness for better understanding of data exchangeability and conformal prediction.

problem Understanding relationships between IID data assumptions and data exchangeability.
method Translation of conformal prediction results into the language of functional theory of randomness.
result Every confidence predictor valid for IID data can be transformed to a conformal predictor without losing much predictive efficiency.

Conformal Alignment ensures trustworthy outputs from foundation models.

problem Ensuring outputs from foundation models align with human values in high-stakes tasks.
method A framework that trains an alignment predictor using reference data to select trustworthy outputs.
result Conformal Alignment accurately identifies trustworthy outputs via lightweight training over moderate reference data.

We propose an inductive matrix completion model without using side information. By factorizing the (rating) matrix into the product of low-dimensional latent embeddings of rows (users) and columns (items), a majority of existing matrix completion methods are transductive, since the learned embeddings cannot generalize …

2019-04-26abs ↗pdf ↗

Conformal predictors, introduced by Vovk et al. (2005), serve to build prediction intervals by exploiting a notion of conformity of the new data point with previously observed data. In the present paper, we propose a novel method for constructing prediction intervals for the response variable in multivariate linear mod…

2009-02-11abs ↗pdf ↗

Proposes feature conformal prediction for broader application in semantic feature spaces.

problem Establishing valid prediction intervals in semantic feature spaces.
method Extends conformal prediction to semantic feature spaces using deep representation learning.
result Feature conformal prediction outperforms regular conformal prediction under mild assumptions.

Meta-learning reduces set prediction size in conformal prediction for few-shot calibration.

problem Inefficient set prediction in conformal prediction for limited training data.
method Meta-learning approach using cross-validation-based conformal prediction.
result Meta-learning scheme reduces set prediction size and preserves formal guarantees.

Interpretability has arisen as a key desideratum of machine learning models alongside performance. Approaches so far have been primarily concerned with fixed dimensional inputs emphasizing feature relevance or selection. In contrast, we focus on temporal modeling and the problem of tailoring the predictor, functionally…

2018-06-30abs ↗pdf ↗

Characterizes inductive bias in multi-channel linear CNNs with bounded weight norm.

problem Understanding the inductive bias in multi-channel linear convolutional networks.
method Function space characterization and empirical testing of gradient descent.
result The inductive bias depends on the number of output channels for multi-channel inputs but not for single-channel inputs.

SACP aggregates nonconformity scores from multiple predictors to create more efficient uncertainty sets.

problem Combining predictive uncertainties from multiple models for efficient and reliable uncertainty quantification.
method SACP (Symmetric Aggregated Conformal Prediction) aggregates nonconformity scores using a flexible symmetric aggregation function.
result SACP consistently improves efficiency and often outperforms state-of-the-art model aggregation baselines.

Paper develops an efficient method for conformal prediction in sparse linear models.

problem Computing conformal prediction sets for sparse linear models is computationally infeasible.
method Numerical continuation techniques to approximate the solution path efficiently.
result The method accurately approximates conformal prediction sets for sparse linear models.