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Modifications to p-Values of conformal predictors
Drug Safety and Metabolism, AstraZeneca Innovative Medicines and Early Development, Mölndal, Sweden.
Drug Safety and Metabolism, AstraZeneca Innovative Medicines and Early Development, Mölndal, Sweden.
Department of Systems and Computer Sciences, Stockholm University, Stockholm, Sweden.
School of Business and IT, University of Borås, Borås, Sweden.ORCID iD: 0000-0003-0412-6199
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2015 (English)In: Statistical learning and data sciences, Springer, 2015, p. 251-259Conference paper, Published paper (Refereed)
Abstract [en]

The original definition of a p-value in a conformal predictor can sometimes lead to too conservative prediction regions when the number of training or calibration examples is small. The situation can be improved by using a modification to define an approximate p-value. Two modified p-values are presented that converges to the original p-value as the number of training or calibration examples goes to infinity. Numerical experiments empirically support the use of a p-value we call the interpolated p-value for conformal prediction. The interpolated p-value seems to be producing prediction sets that have an error rate which corresponds well to the prescribed significance level.

Place, publisher, year, edition, pages
Springer, 2015. p. 251-259
Series
Lecture Notes in Computer Science, ISSN 0302-9743 ; 9047
Keywords [en]
Calibration, Forecasting, Conformal predictions, Conformal predictors, Error rate, Numerical experiments, P-values, Significance levels, Conformal mapping
National Category
Computer Sciences
Identifiers
URN: urn:nbn:se:hj:diva-38119DOI: 10.1007/978-3-319-17091-6_20Scopus ID: 2-s2.0-84949799508ISBN: 9783319170909 (print)OAI: oai:DiVA.org:hj-38119DiVA, id: diva2:1163881
Conference
3rd International Symposium on Statistical Learning and Data Sciences, SLDS 2015; Egham; United Kingdom; 20 April 2015 through 23 April 2015
Available from: 2017-12-08 Created: 2017-12-08 Last updated: 2018-01-13Bibliographically approved

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf