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Evaluation of Updating Strategies for Conformal Predictive Systems in the Presence of Extreme Events
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Software and Computer systems, SCS. Stena Line, Sweden.
Stena Line, Sweden ; Centre for Reliable Machine Learning, University of London, UK.
Stena Line, Sweden ; Department of Pharmaceutical Biosciences, Uppsala University, Uppsala, Sweden.ORCID iD: 0000-0003-2050-9069
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Software and Computer systems, SCS.ORCID iD: 0000-0001-8382-0300
2021 (English)In: Proceedings of the 10th Symposium on Conformal and Probabilistic Prediction and Applications, COPA 2021, ML Research Press , 2021, p. 229-242Conference paper, Published paper (Refereed)
Abstract [en]

Six different strategies for updating split conformal predictive systems in an online (streaming) setting are evaluated. The updating strategies vary in the extent and frequency of retraining as well as in how training data is split into proper training and calibration sets. An empirical evaluation is presented, considering passenger booking data from a ferry company, which stretches over a number of years. The passenger volumes have changed drastically during 2020 due to COVID-19 and part of the evaluation is focusing on which updating strategies work best under such circumstances. Some strategies are observed to outperform others with respect to continuous ranked probability score and validity, highlighting the potential value of choosing a proper strategy.

Place, publisher, year, edition, pages
ML Research Press , 2021. p. 229-242
Keywords [en]
concept drift, Conformal predictive distributions, Split conformal predictive systems
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-338641Scopus ID: 2-s2.0-85160471134OAI: oai:DiVA.org:kth-338641DiVA, id: diva2:1812370
Conference
10th Symposium on Conformal and Probabilistic Prediction and Applications, COPA 2021, Virtual, Online, NA, Sep 8 2021 - Sep 10 2021
Note

QC 20231024

Available from: 2023-11-15 Created: 2023-11-15 Last updated: 2023-11-15Bibliographically approved

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Werner, HugoBoström, Henrik

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CiteExportLink to record
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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf