Conformal Prediction: a Unified Review of Theory and New Challenges

• Tác giả: Matteo Fontana, Simone Vantini, Gianluca Zeni
• Ngôn ngữ: eng
• Ký hiệu phân loại: 003.2 Forecasting and forecasts
• Thông tin xuất bản: 2020
• Bộ sưu tập: Báo, Tạp chí
• ID: 164467

Tóm tắt

Comment: forthcoming on BernoulliIn this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very straightforward way predictions sets that are valid in a statistical sense also in in the finite sample case. The in-depth discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction, and then proceeds to list the more advanced developments and adaptations of the original idea.