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Modifications to p-Values of Conformal Predictors

  • Lars CarlssonEmail author
  • Ernst Ahlberg
  • Henrik Boström
  • Ulf Johansson
  • Henrik Linusson
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9047)

Abstract

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.

Keywords

Random Discrete Variable Prediction Size Conformal Predictor Conformal Prediction Regression Dataset 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • Lars Carlsson
    • 1
    Email author
  • Ernst Ahlberg
    • 1
  • Henrik Boström
    • 2
  • Ulf Johansson
    • 3
  • Henrik Linusson
    • 3
  1. 1.Drug Safety and MetabolismAstraZeneca Innovative Medicines and Early DevelopmentMölndalSweden
  2. 2.Department of Systems and Computer SciencesStockholm UniversityStockholmSweden
  3. 3.School of Business and ITUniversity of BoråsBoråsSweden

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