Conformalized Kernel Ridge Regression and Its Efficiency - Dr. Evgeny Burnaev

Yandex School of Data Analysis Conference Machine Learning: Prospects and Applications 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 IID assumption regardless of whether the assumptions (often considerably more restric- tive) of the underlying algorithm are satisfied. However, for the method to be really useful it i