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Multi-label Conformal Prediction with a Mahalanobis Distance Nonconformity Measure
Proceedings of the Thirteenth Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 230:522-535, 2024.
Abstract
This preliminary study introduces a Conformal Prediction method for Multi-label Classification with a nonconformity measure based on the Mahalanobis distance. The Mahalanobis measure incorporates a covariance matrix considering correlations between the errors of the underlying classifier on each label. Our experimental results show that this approach results in a significant informational efficiency improvement over the previously proposed Euclidean Norm nonconformity measure.