Practical Adversarial Multivalid Conformal Prediction

We give a simple, generic conformal prediction method for sequential prediction that achieves target empirical coverage guarantees against adversarially chosen data. It is computationally lightweight -- comparable to split conformal prediction -- but does not require having a held-out validation set...

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Hauptverfasser: Bastani, Osbert, Gupta, Varun, Jung, Christopher, Noarov, Georgy, Ramalingam, Ramya, Roth, Aaron
Format: Artikel
Sprache:eng
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