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Cross-Validation Conformal Risk Control
May 2, 2024, 4:43 a.m. | Kfir M. Cohen (Shitz), Sangwoo Park (Shitz), Osvaldo Simeone (Shitz), Shlomo Shamai (Shitz)
cs.LG updates on arXiv.org arxiv.org
Abstract: Conformal risk control (CRC) is a recently proposed technique that applies post-hoc to a conventional point predictor to provide calibration guarantees. Generalizing conformal prediction (CP), with CRC, calibration is ensured for a set predictor that is extracted from the point predictor to control a risk function such as the probability of miscoverage or the false negative rate. The original CRC requires the available data set to be split between training and validation data sets. This …
abstract arxiv calibration control cs.lg function prediction probability risk set stat.ml type validation
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