Introduction to conformal prediction
- 2023-11-29 (Wed.), 14:00 PM
- 6005會議室(環境變遷研究大樓)；茶 會：13：40。
- Dr. Tso-Jung Yen ( 顏佐榕 博士)
In this talk we introduce conformal prediction, a distribution-free approach to constructing prediction sets for risk control. We describe its implementation, discuss its advantages and disadvantages, and provide its applications to prediction and classification problems with real-world and simulated examples. We also briefly discuss "Learn then Test'', a newly-developed risk control methodology that can enhance performance of conformal prediction on a wide array of machine learning tasks.
Keywords: covariate shift; deep learning; empirical distribution; multiple hypothesis testing; quantile regression.