CASCADE propagates Venn-Abers epistemic uncertainty from a screening classifier to adapt non-conformity scores and produce narrower conformal intervals for high-confidence regression cases in PD medication forecasting.
Venn-abers predictors.arXiv preprint arXiv:1211.0025
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abstract
This paper continues study, both theoretical and empirical, of the method of Venn prediction, concentrating on binary prediction problems. Venn predictors produce probability-type predictions for the labels of test objects which are guaranteed to be well calibrated under the standard assumption that the observations are generated independently from the same distribution. We give a simple formalization and proof of this property. We also introduce Venn-Abers predictors, a new class of Venn predictors based on the idea of isotonic regression, and report promising empirical results both for Venn-Abers predictors and for their more computationally efficient simplified version.
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Post-hoc calibration of miscalibrated black-box predictions on a labeled sample improves efficiency of prediction-powered inference for semisupervised mean estimation.
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CASCADE Conformal Prediction: Uncertainty-Adaptive Prediction Intervals for Two-Stage Clinical Decision Support
CASCADE propagates Venn-Abers epistemic uncertainty from a screening classifier to adapt non-conformity scores and produce narrower conformal intervals for high-confidence regression cases in PD medication forecasting.
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Calibeating Prediction-Powered Inference
Post-hoc calibration of miscalibrated black-box predictions on a labeled sample improves efficiency of prediction-powered inference for semisupervised mean estimation.
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A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification
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