Web: http://arxiv.org/abs/2206.11810

June 24, 2022, 1:10 a.m. | Martim Sousa

cs.LG updates on arXiv.org arxiv.org

Inductive Conformal Prediction (ICP) is a set of distribution-free and model
agnostic algorithms devised to predict with a user-defined confidence with
coverage guarantee. Instead of having \textit{point predictions}, i.e., a real
number in the case of regression or a single class in multi class
classification, models calibrated using ICP output an interval or a set of
classes, respectively. ICP takes special importance in high-risk settings where
we want the real output to belong to the prediction set with high probability. …

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