Conformal Prediction Intervals for Markov Decision Process Trajectories. (arXiv:2206.04860v2 [cs.LG] UPDATED)

Web: http://arxiv.org/abs/2206.04860

Before delegating a task to an autonomous system, a human operator may want a
guarantee about the behavior of the system. This paper extends previous work on
conformal prediction for functional data and conformalized quantile regression
to provide conformal prediction intervals over the future behavior of an
autonomous system executing a fixed control policy on a Markov Decision Process
(MDP). The prediction intervals are constructed by applying conformal
corrections to prediction intervals computed by quantile regression. The
resulting intervals guarantee …

arxiv decision lg markov prediction process