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Related papers: Cross-conformal predictors

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Spatial prediction tasks are key to weather forecasting, studying air pollution impacts, and other scientific endeavors. Determining how much to trust predictions made by statistical or physical methods is essential for the credibility of…

Machine Learning · Statistics 2025-03-25 David R. Burt , Yunyi Shen , Tamara Broderick

This note proposes a procedure for enhancing the quality of probabilistic prediction algorithms via betting against their predictions. It is inspired by the success of the conformal test martingales that have been developed recently.

Machine Learning · Computer Science 2021-05-19 Vladimir Vovk

Cross-validation (CV) is a common method to tune machine learning methods and can be used for model selection in regression as well. Because of the structured nature of small, traditional experimental designs, the literature has warned…

Applications · Statistics 2025-06-18 Maria L. Weese , Byran J. Smucker , David J. Edwards

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

We introduce the notion of a cross-frame potential function, which takes one frame as input and returns its cross-frame potential value with respect to another frame. We analyze the behavior of this new function to determine what…

Functional Analysis · Mathematics 2022-11-11 Roza Aceska , McKenna Kaczanowski

Cross-platform verification, a critical undertaking in the realm of early-stage quantum computing, endeavors to characterize the similarity of two imperfect quantum devices executing identical algorithms, utilizing minimal measurements.…

Quantum Physics · Physics 2023-11-08 Yang Qian , Yuxuan Du , Zhenliang He , Min-hsiu Hsieh , Dacheng Tao

Cross-validation (CV) is one of the main tools for performance estimation and parameter tuning in machine learning. The general recipe for computing CV estimate is to run a learning algorithm separately for each CV fold, a computationally…

Machine Learning · Statistics 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our approach can be applied to important prediction problems…

Econometrics · Economics 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

Automated decision support systems promise to help human experts solve multiclass classification tasks more efficiently and accurately. However, existing systems typically require experts to understand when to cede agency to the system or…

Machine Learning · Computer Science 2023-07-03 Eleni Straitouri , Lequn Wang , Nastaran Okati , Manuel Gomez Rodriguez

Decoding, ie prediction from brain images or signals, calls for empirical evaluation of its predictive power. Such evaluation is achieved via cross-validation, a method also used to tune decoders' hyper-parameters. This paper is a review on…

Conformal inference is a method that provides prediction sets for machine learning models, operating independently of the underlying distributional assumptions and relying solely on the exchangeability of training and test data. Despite its…

Methodology · Statistics 2025-10-01 Daniela Corbetta , Livio Finos , Ludwig Geistlinger , Davide Risso

In machine learning, model calibration and predictive inference are essential for producing reliable predictions and quantifying uncertainty to support decision-making. Recognizing the complementary roles of point and interval predictions,…

Machine Learning · Statistics 2024-11-01 Lars van der Laan , Ahmed M. Alaa

An adaptive proximal method for a special class of variational inequalities and related problems is proposed. For example, the so-called mixed variational inequalities and composite saddle problems are considered. Some estimates of the…

Optimization and Control · Mathematics 2020-08-25 Fedor S. Stonyakin

Conformal prediction is a popular uncertainty quantification method that augments a base predictor to return sets of predictions with statistically valid coverage guarantees. However, current methods are often computationally expensive and…

Machine Learning · Computer Science 2026-03-05 Laura Lützow , Michael Eichelbeck , Mykel J. Kochenderfer , Matthias Althoff

We present an application of conformal prediction, a form of uncertainty quantification with guarantees, to the detection of railway signals. State-of-the-art architectures are tested and the most promising one undergoes the process of…

Machine Learning · Statistics 2023-01-27 Léo Andéol , Thomas Fel , Florence De Grancey , Luca Mossina

When selecting a classification algorithm to be applied to a particular problem, one has to simultaneously select the best algorithm for that dataset \emph{and} the best set of hyperparameters for the chosen model. The usual approach is to…

Machine Learning · Computer Science 2018-09-26 Jacques Wainer , Gavin Cawley

In the context of autonomous driving, pedestrian crossing prediction is a key component for improving road safety. Presently, the focus of these predictions extends beyond achieving trustworthy results; it is shifting towards the…

Machine Learning · Computer Science 2023-12-06 Angie Nataly Melo , Carlota Salinas , Miguel Angel Sotelo

In this study, a new form of quadratic spline is obtained, where the coefficients are determined explicitly by variational methods. Convergence is studied and parity conservation is demonstrated. Finally, the method is applied to solve…

Numerical Analysis · Mathematics 2019-06-26 A. J. Ferrari , L. P. Lara , E. A. Santillan Marcus

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott