arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2005.06095stat.MEstat.APstat.ML
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互换性、共形预测和秩检验

Exchangeability, Conformal Prediction, and Rank Tests

Arun Kumar Kuchibhotla

摘要:

共形预测是近年来机器学习和统计学中一种非常流行的无分布预测推理方法。它的流行源于这样一个事实,即它可以作为任何预测算法(如神经网络或随机森林)的包装器。互换性是共形预测有效性的核心。交换率的概念也是非参数统计中广为人知的秩检验的核心。在本文中,我们回顾了交换的概念,并讨论了共形预测和秩检验的含义。我们提供了一个低层次的介绍这些主题,并讨论了共形预测和秩检验之间的相似之处。

英文摘要:

Conformal prediction has been a very popular method of distribution-free predictive inference in recent years in machine learning and statistics. Its popularity stems from the fact that it works as a wrapper around any prediction algorithm such as neural networks or random forests. Exchangeability is at the core of the validity of conformal prediction. The concept of exchangeability is also at the core of rank tests widely known in nonparametric statistics. In this paper, we review the concept of exchangeability and discuss the implications for conformal prediction and rank tests. We provide a low-level introduction to these topics, and discuss the similarities between conformal prediction and rank tests.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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