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Modifications to p-Values of Conformal Predictors
Stockholms universitet, Institutionen för data- och systemvetenskap.
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2015 (English)In: 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, Vol. 9047, p. 251-259Conference paper, Published paper (Refereed)
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.

Place, publisher, year, edition, pages
Springer, 2015. Vol. 9047, p. 251-259
Series
Lecture Notes in Computer Science, ISSN 0302-9743 ; 9047
National Category
Information Systems
Research subject
Computer and Systems Sciences
Identifiers
URN: urn:nbn:se:kth:diva-221473DOI: 10.1007/978-3-319-17091-6_20ISI: 000361990900020Scopus ID: 2-s2.0-84949799508ISBN: 978-3-319-17090-9 (print)ISBN: 978-3-319-17091-6 (print)OAI: oai:DiVA.org:kth-221473DiVA, id: diva2:1175333
Conference
3rd International Symposium on Statistical Learning and Data Sciences, SLDS 2015, Egham, United Kingdom, 20 April 2015 through 23 April 2015
Note

QC 20180119

Available from: 2016-01-04 Created: 2018-01-17 Last updated: 2018-01-19Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
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  • ieee
  • modern-language-association-8th-edition
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  • nn-NB
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  • Other locale
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Output format
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