Conditional validity of inductive conformal predictors

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V. Vovk ;
Proceedings of the Asian Conference on Machine Learning, PMLR 25:475-490, 2012.

Abstract

Conformal predictors are set predictors that are automatically valid in the sense of having coverage probability equal to or exceeding a given confidence level. Inductive conformal predictors are a computationally efficient version of conformal predictors satisfying the same property of validity. However, inductive conformal predictors have been only known to control unconditional coverage probability. This paper explores various versions of conditional validity and various ways to achieve them using inductive conformal predictors and their modifications.

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