BriefGPT.xyz
Jun, 2024
未知时态漂移下的无分布预测推理
Distribution-Free Predictive Inference under Unknown Temporal Drift
HTML
PDF
Elise Han, Chengpiao Huang, Kaizheng Wang
TL;DR
本文提出了一种选择自适应窗口并利用其中的数据构建预测集的策略，通过优化估计的偏差-方差平衡来选择窗口，并为该方法提供了明确的覆盖保证，展示了其对潜在时间漂移的适应性。通过对合成和实际数据进行数值实验，验证了其有效性。
Abstract
distribution-free prediction sets
play a pivotal role in
uncertainty quantification
for complex statistical models. Their validity hinges on reliable calibration data, which may not be readily available as real-w
→