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Modifications to p-Values of Conformal Predictors
Stockholm University, Faculty of Social Sciences, Department of Computer and Systems Sciences.
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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, 251-259 p.Conference paper, Published paper (Refereed)
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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. 251-259 p.
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:su:diva-124669DOI: 10.1007/978-3-319-17091-6_20ISBN: 978-3-319-17090-9 (print)ISBN: 978-3-319-17091-6 (print)OAI: oai:DiVA.org:su-124669DiVA: diva2:890504
Conference
Third International Symposium, SLDS 2015, Egham, UK, April 20-23, 2015
Available from: 2016-01-04 Created: 2016-01-04 Last updated: 2016-08-08Bibliographically approved

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