TL;DR介绍了一种基于本地模型性能的条件密度估计模型的本地 conformal 方法 MD-split ,可用于复杂的现实世界数据设置,用于确定 X 分区,并与其他本地 conformal 方法进行比较。
Abstract
Quantifying uncertainty in model predictions is a common goal for
practitioners seeking more than just point predictions. One tool for
uncertainty quantification that requires minimal assumptions is conformal
inference, which can help create probabilistically valid prediction regions f