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DOI: 10.4230/OASIcs.ICCSW.2013.27

Conformal Prediction under Hypergraphical Models

Authors: Valentina Fedorova, Alex Gammerman, Ilia Nouretdinov, and Vladimir Vovk

Published in: OASIcs, Volume 35, 2013 Imperial College Computing Student Workshop

Abstract

Conformal predictors are usually defined and studied under the exchangeability assumption. However, their definition can be extended to a wide class of statistical models, called online compression models, while retaining their property of automatic validity. This paper is devoted to conformal prediction under hypergraphical models that are more specific than the exchangeability model. We define conformity measures for such hypergraphical models and study the corresponding conformal predictors empirically on benchmark LED data sets. Our experiments show that they are more efficient than conformal predictors that use only the exchangeability assumption.

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Valentina Fedorova, Alex Gammerman, Ilia Nouretdinov, and Vladimir Vovk. Conformal Prediction under Hypergraphical Models. In 2013 Imperial College Computing Student Workshop. Open Access Series in Informatics (OASIcs), Volume 35, pp. 27-34, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2013)

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@InProceedings{fedorova_et_al:OASIcs.ICCSW.2013.27,
  author =	{Fedorova, Valentina and Gammerman, Alex and Nouretdinov, Ilia and Vovk, Vladimir},
  title =	{{Conformal Prediction under Hypergraphical Models}},
  booktitle =	{2013 Imperial College Computing Student Workshop},
  pages =	{27--34},
  series =	{Open Access Series in Informatics (OASIcs)},
  ISBN =	{978-3-939897-63-7},
  ISSN =	{2190-6807},
  year =	{2013},
  volume =	{35},
  editor =	{Jones, Andrew V. and Ng, Nicholas},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/OASIcs.ICCSW.2013.27},
  URN =		{urn:nbn:de:0030-drops-42685},
  doi =		{10.4230/OASIcs.ICCSW.2013.27},
  annote =	{Keywords: conformal prediction, hypergraphical models, conformity measure}
}

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Conformal Prediction under Hypergraphical Models

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