Summary of Probabilistic Conformal Prediction with Approximate Conditional Validity, by Vincent Plassier et al.
Probabilistic Conformal Prediction with Approximate Conditional Validity
by Vincent Plassier, Alexander Fishkov, Mohsen Guizani, Maxim Panov, Eric Moulines
First submitted to arxiv on: 1 Jul 2024
Categories
- Main: Machine Learning (stat.ML)
- Secondary: Machine Learning (cs.LG); Probability (math.PR); Statistics Theory (math.ST); Methodology (stat.ME)
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| Summary difficulty | Written by | Summary |
|---|---|---|
| High | Paper authors | High Difficulty Summary Read the original abstract here |
| Medium | GrooveSquid.com (original content) | Medium Difficulty Summary The paper proposes a new approach for generating prediction sets that combines conformal methods with an estimate of the conditional distribution P(Y|X). This method extends previous frameworks, such as conformalized quantile regression and probabilistic conformal prediction, to achieve approximately conditional coverage. The resulting prediction sets adapt to the behavior of the predictive distribution, making them effective even under high heteroscedasticity. The authors derive non-asymptotic bounds that depend on the total variation distance of the conditional distribution and its estimate. Simulation results show that this method consistently outperforms existing approaches in terms of conditional coverage, leading to more reliable statistical inference. This paper’s contributions include extending conformal methods to achieve approximately conditional coverage and developing a new prediction set generation approach. |
| Low | GrooveSquid.com (original content) | Low Difficulty Summary This paper develops a new way to make predictions with confidence intervals that adapt to changing data patterns. The method combines two existing approaches to create a more accurate and reliable system. This is important because many real-world applications need predictions that are not only correct but also consistent across different situations. The authors tested their method on simulations and found it outperformed previous methods in terms of accuracy and reliability. |
Keywords
* Artificial intelligence * Inference * Regression
