Efficient conformal predictor ensembles

• In this paper, we study a generalization of a recently developed strategy for generating conformal predictor ensembles: out-of-bag calibration. The ensemble strategy is evaluated, both theoretically and empirically, against a commonly used alternative ensemble strategy, bootstrap conformal prediction, as well as common non-ensemble strategies. A thorough analysis is provided of out-of-bag calibration, with respect to theoretical validity, empirical validity (error rate), efficiency (prediction region size) and p-value stability (the degree of variance observed over multiple predictions for the same object). Empirical results show that out-of-bag calibration displays favorable characteristics with regard to these criteria, and we propose that out-of-bag calibration be adopted as a standard method for constructing conformal predictor ensembles.

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)

NATURVETENSKAP  -- Data- och informationsvetenskap -- Datorteknik (hsv//swe)

NATURAL SCIENCES  -- Computer and Information Sciences -- Computer Engineering (hsv//eng)

NATURVETENSKAP  -- Data- och informationsvetenskap (hsv//swe)

NATURAL SCIENCES  -- Computer and Information Sciences (hsv//eng)

NATURVETENSKAP  -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)

NATURAL SCIENCES  -- Computer and Information Sciences -- Computer Sciences (hsv//eng)

Keyword

Classification

Conformal prediction

Ensembles

Classification (of information)

Forecasting

Statistical methods

Conformal predictions

Conformal predictors

Ensemble strategies

Error rate

P-values

Region size

Calibration

article

bootstrapping

prediction

theoretical study

validity

datalogi

Publication and Content Type

ref (subject category)

art (subject category)