Universal Probability-Free Conformal Prediction

Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9653)

Abstract

We construct a universal prediction system in the spirit of Popper’s falsifiability and Kolmogorov complexity. This prediction system does not depend on any statistical assumptions, but under the IID assumption it dominates, although in a rather weak sense, conformal prediction.

Keywords

Conformal prediction Prediction systems Probability-free Universal prediction 

Notes

Acknowledgments

We thank the anonymous referees for helpful comments. This work has been supported by the Air Force Office of Scientific Research (grant “Semantic Completions”), EPSRC (grant EP/K033344/1), and the EU Horizon 2020 Research and Innovation programme (grant 671555).

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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.Royal Holloway, University of LondonEghamUK
  2. 2.University of HawaiiHonoluluUSA

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