Chapter 1

The Basic Conformal Prediction Framework

Vladimir Vovk,    Computer Learning Research Centre, Department of Computer Science, Royal Holloway, University of London, United Kingdom

Abstract

The aim of this chapter is to give a gentle introduction to the method of conformal prediction. It defines conformal predictors and discusses their properties, leaving various extensions of conformal predictors for Chapter 2.

Keywords

Conformal Prediction; Validity; Efficiency; Classification; Regression; Exchangeability

Acknowledgments

I am grateful to Sasha Tsybakov for his advice. The empirical studies described in this chapter used the R language and the R package PredictiveRegression; I am grateful to Ilia Nouretdinov for cowriting (and writing the ...

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