Copula-based conformal prediction for Multi-Target Regression

التفاصيل البيبلوغرافية
العنوان: Copula-based conformal prediction for Multi-Target Regression
المؤلفون: Messoudi, Soundouss, Destercke, Sébastien, Rousseau, Sylvain
سنة النشر: 2021
المجموعة: Computer Science
Statistics
مصطلحات موضوعية: Computer Science - Machine Learning, Computer Science - Artificial Intelligence, Statistics - Machine Learning, 68T07
الوصف: 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 problem of providing valid (i.e., frequency calibrated) multi-variate predictions. To do so, we propose to use copula functions applied to deep neural networks for inductive conformal prediction. We show that the proposed method ensures efficiency and validity for multi-target regression problems on various data sets.
Comment: 17 pages, 8 figures, under review
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2101.12002
رقم الأكسشن: edsarx.2101.12002
قاعدة البيانات: arXiv