Copula-based conformal prediction for multi-target regression

S Messoudi, S Destercke, S Rousseau - Pattern Recognition, 2021 - Elsevier
There are relatively few works dealing with conformal prediction for multi-task learning
issues, and this is particularly true for multi-target regression. This paper focuses on the …

Conformal uncertainty sets for robust optimization

C Johnstone, B Cox - Conformal and Probabilistic Prediction …, 2021 - proceedings.mlr.press
Decision-making under uncertainty is hugely important for any decisions sensitive to
perturbations in observed data. One method of incorporating uncertainty into making optimal …

Ellipsoidal conformal inference for multi-target regression

S Messoudi, S Destercke… - Conformal and …, 2022 - proceedings.mlr.press
Quantifying the uncertainty of a predictive model output is of essential importance in learning
scenarios involving critical applications. As the learning task becomes more complex, so …

Conformal multi-target regression using neural networks

S Messoudi, S Destercke… - Conformal and …, 2020 - proceedings.mlr.press
Multi-task learning is a domain that is still not fully studied in the conformal prediction
framework, and this is particularly true for multi-target regression. Our work uses inductive …

Copula conformal prediction for multi-step time series forecasting

S Sun, R Yu - arXiv preprint arXiv:2212.03281, 2022 - arxiv.org
Accurate uncertainty measurement is a key step to building robust and reliable machine
learning systems. Conformal prediction is a distribution-free uncertainty quantification …

Measuring the Confidence of Single-Point Traffic Forecasting Models: Techniques, Experimental Comparison, and Guidelines Toward Their Actionability

I Laña, I Olabarrieta, J Del Ser - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
The estimation of the amount of uncertainty featured by predictive machine learning models
has acquired a great momentum in recent years. Uncertainty estimation provides the user …

Improved Copula-based conformal prediction for uncertainty quantification of multi-output regression

R Zhang, P Zhou, T Chai - Journal of Process Control, 2023 - Elsevier
Though machine learning-based prediction techniques have been widely applied in
industrial production, how to quantify their uncertainty remains a major challenge. Conformal …

Exact and approximate conformal inference in multiple dimensions

C Johnstone, E Ndiaye - arXiv preprint arXiv:2210.17405, 2022 - arxiv.org
It is common in machine learning to estimate a response y given covariate information x.
However, these predictions alone do not quantify any uncertainty associated with said …

Conformal Multi‐Target Hyperrectangles

M Sampson, KS Chan - … Analysis and Data Mining: The ASA …, 2024 - Wiley Online Library
We propose conformal hyperrectangular prediction regions for multi‐target regression. We
propose split conformal prediction algorithms for both point and quantile regression to form …

Measuring the Confidence of Traffic Forecasting Models: Techniques, Experimental Comparison and Guidelines towards Their Actionability

I Laña, J Del Ser - arXiv preprint arXiv:2210.16049, 2022 - arxiv.org
The estimation of the amount of uncertainty featured by predictive machine learning models
has acquired a great momentum in recent years. Uncertainty estimation provides the user …