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Modifications to p-...
Modifications to p-Values of conformal predictors
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- Carlsson, Lars (författare)
- Drug Safety and Metabolism, AstraZeneca Innovative Medicines and Early Development, Mölndal, Sweden
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- Ahlberg, Ernst (författare)
- Drug Safety and Metabolism, AstraZeneca Innovative Medicines and Early Development, Mölndal, Sweden
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- Boström, Henrik (författare)
- Stockholms universitet,Institutionen för data- och systemvetenskap
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- Johansson, Ulf (författare)
- School of Business and IT, University of Borås, Borås, Sweden
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- Linusson, Henrik (författare)
- School of Business and IT, University of Borås, Borås, Sweden
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(creator_code:org_t)
- 2015-04-03
- 2015
- Engelska.
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Ingår i: Statistical learning and data sciences. - Cham : Springer. - 9783319170909 - 9783319170916 ; , s. 251-259
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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https://urn.kb.se/re...
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https://urn.kb.se/re...
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Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Computer Sciences (hsv//eng)
- NATURVETENSKAP -- Data- och informationsvetenskap -- Systemvetenskap, informationssystem och informatik (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Information Systems (hsv//eng)
Nyckelord
- Calibration
- Forecasting
- Conformal predictions
- Conformal predictors
- Error rate
- Numerical experiments
- P-values
- Significance levels
- Conformal mapping
- Computer and Systems Sciences
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)
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