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Efficiency of conformalized ridge regression
Published on Jul 15, 20142212 Views
Conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed coverage probability under the standard I
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Efficiency of conformalized ridge regression00:00
This talk00:00
Assumptions - 100:41
Assumptions - 201:07
Bayes Ridge Regression - 101:38
Bayes Ridge Regression - 202:32
Conformalized Ridge Regression - 103:10
Conformalized Ridge Regression - 204:58
Conformalized Ridge Regression - 306:25
Validity result06:47
BRR can mislead - 107:51
BRR can mislead - 207:55
Efficiency - 109:20
Assumptions for the theorem09:24
Efficiency - 211:51
Asymptotic standard deviation for various significance levels11:59
Idea of the proof12:33
Conformalizing as a research programme13:05
Summary of conformalizing13:16
Further details13:47