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Evaluation of Updating Strategies for Conformal Predictive Systems in the Presence of Extreme Events
KTH, Skolan för elektroteknik och datavetenskap (EECS), Datavetenskap, Programvaruteknik och datorsystem, 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, Skolan för elektroteknik och datavetenskap (EECS), Datavetenskap, Programvaruteknik och datorsystem, SCS.ORCID-id: 0000-0001-8382-0300
2021 (engelsk)Inngår i: Proceedings of the 10th Symposium on Conformal and Probabilistic Prediction and Applications, COPA 2021, ML Research Press , 2021, s. 229-242Konferansepaper, Publicerat paper (Fagfellevurdert)
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.

sted, utgiver, år, opplag, sider
ML Research Press , 2021. s. 229-242
Emneord [en]
concept drift, Conformal predictive distributions, Split conformal predictive systems
HSV kategori
Identifikatorer
URN: urn:nbn:se:kth:diva-338641Scopus ID: 2-s2.0-85160471134OAI: oai:DiVA.org:kth-338641DiVA, id: diva2:1812370
Konferanse
10th Symposium on Conformal and Probabilistic Prediction and Applications, COPA 2021, Virtual, Online, NA, Sep 8 2021 - Sep 10 2021
Merknad

QC 20231024

Tilgjengelig fra: 2023-11-15 Laget: 2023-11-15 Sist oppdatert: 2023-11-15bibliografisk kontrollert

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Werner, HugoBoström, Henrik

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