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Assumption-Free Prediction Intervals for Black-Box Regression Algorithms - Aaditya Ramdas

Assumption-Free Prediction Intervals for Black-Box Regression Algorithms - Aaditya Ramdas

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Split conformal prediction

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Split conformal prediction

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Assumption-Free Prediction Intervals for Black-Box Regression Algorithms - Aaditya Ramdas

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  1. 1 Introduction
  2. 2 What is prediction
  3. 3 Why predictive influence
  4. 4 Prediction interval vs confidence interval
  5. 5 Assumptionfree predictive influence
  6. 6 Classes of methods
  7. 7 Split conformal prediction
  8. 8 Split conformal example
  9. 9 CQR
  10. 10 Full conformal prediction
  11. 11 Jackknife interval
  12. 12 Example

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