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Written by Cheng Soon Ong on 2024-11-25 at 00:46

A new book on conformal prediction. Conformal prediction is a way to estimate uncertainty of a predictive model, which reminds me a lot of cross validation methods. #MachineLearning

https://arxiv.org/abs/2411.11824

Anastasios N. Angelopoulos, Rina Foygel Barber, Stephen Bates

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Written by Cheng Soon Ong on 2024-11-25 at 00:49

Conformal prediction was invented by Vladimir Vovk, more than two decades ago.

https://vovk.net/

It has recently seen a revival in the machine learning community, and there was a keynote by Emanuel Candes in NeurIPS 2022.

https://neurips.cc/virtual/2022/invited-talk/55872

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