调整后岭回归的效率

Apr, 2014

Efficiency of conformalized ridge regression

Evgeny Burnaev, Vladimir Vovk

TL;DR探究贝叶斯岭回归在满足标准贝叶斯假设的情况下，与等效算法相比，异步共形预测集有效性的要求是否被满足。结果显示，在这种情况下，渐近共形预测集与岭回归预测区间的差异很小。

Abstract

conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed →