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cc-by-nc-nd (c) Gerard Castro Castillo, 2024
Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/215038

Conformal prediction and beyond

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[en] The role of uncertainty quantification (UQ) has become indispensable with the advent of artificial intelligence and its application to the decision-making. This thesis leverages conformal prediction (CP) as its cornerstone, a pivotal methodology in the field of distribution-free and model-agnostic UQ, which stems from the notion of "conformalizing" predictions to data using the residuals to understand the errors distribution. In particular, in this work some strategies within the CP approach are theoretically justified, and its guarantees and limitations presented. Even though the CP paradigm was classically applied only under "data exchangeability" conditions, this work also reviews some of the most recent and non-trivial efforts to enable CP when this hypothesis is not fulfilled. Lastly, to practically demonstrate CP ability to provide prediction intervals with statistically valid coverage, different strategies are successfully applied both to a tabular data regression problem and to a time series forecasting problem.

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Treballs finals del Màster de Fonaments de Ciència de Dades, Facultat de matemàtiques, Universitat de Barcelona. Curs: 2023-2024. Tutor: Jordi Vitrià i Marca

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CASTRO CASTILLO, Gerard. Conformal prediction and beyond. [consulta: 23 de gener de 2026]. [Disponible a: https://hdl.handle.net/2445/215038]

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