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arXiv 2102.07436cs.LG
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归纳共形预测量对客观条件效度的逼近

Approximation to Object Conditional Validity with Inductive Conformal Predictors

School of Computer Science, University of Nottingham Ningbo China(宁波诺丁汉大学计算机科学学院)

Anthony Bellotti

摘要:

共形预测器是机器学习算法,其输出具有最小分布假设的有限样本的边际有效性保证的预测集。这是一个属性,使共形预测有用的机器学习任务,我们需要可靠的预测。在预测区间的有效性保持有效而不管预测对象的任何特定性质的条件的意义上,还期望在相同的设置中实现条件有效性。不幸的是,它已被证明,这样的条件有效性是不可能保证有限样本的非平凡预测问题。在这篇文章中,而不是试图实现一个强大的条件有效性的结果,实现一个近似条件有效性的较弱的目标被认为是。一种新的算法被引入到这样做,通过迭代地调整一致性措施的偏差从对象的条件有效性测量的训练数据。随着一些理论结果,实验结果提供了三个数据集,证明(1)在现实世界中的机器学习任务,缺乏条件有效性是一个可衡量的问题,(2)所提出的算法是有效的,在缓解这个问题。

英文摘要:

Conformal predictors are machine learning algorithms that output prediction sets that have a guarantee of marginal validity for finite samples with minimal distributional assumptions. This is a property that makes conformal predictors useful for machine learning tasks where we require reliable predictions. It would also be desirable to achieve conditional validity in the same setting, in the sense that validity of the prediction intervals remains valid regardless of conditioning on any particular property of the object of the prediction. Unfortunately, it has been shown that such conditional validity is impossible to guarantee for non-trivial prediction problems for finite samples. In this article, instead of trying to achieve a strong conditional validity result, the weaker goal of achieving an approximation to conditional validity is considered. A new algorithm is introduced to do this by iteratively adjusting a conformity measure to deviations from object conditional validity measured in the training data. Along with some theoretical results, experimental results are provided for three data sets that demonstrate (1) in real world machine learning tasks, lack of conditional validity is a measurable problem and (2) that the proposed algorithm is effective at alleviating this problem.

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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