no code implementations • 3 Nov 2019 • Vladimir Vovk, Ivan Petej, Ilia Nouretdinov, Valery Manokhin, Alex Gammerman
Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions.
no code implementations • 24 Oct 2017 • Vladimir Vovk, Ilia Nouretdinov, Valery Manokhin, Alex Gammerman
This paper reviews the checkered history of predictive distributions in statistics and discusses two developments, one from recent literature and the other new.
1 code implementation • Proceedings of the Sixth Workshop on Conformal and Probabilistic Prediction and Applications, PMLR 60:1-2 2017 • Valery Manokhin
Inductive (IVAP) and cross (CVAP) Venn–Abers predictors are computationally efficient algorithms for probabilistic prediction in binary classification problems.