Related papers: Exchangeability, Conformal Prediction, and Rank Tests

Exchangeability, Conformal Prediction, and Rank Tests

URL: http://arxiv.org/abs/2005.06095v3
Date: Fri, 4 Jun 2021 01:35:40 GMT
Title: Exchangeability, Conformal Prediction, and Rank Tests
Authors: Arun Kumar Kuchibhotla
Abstract summary: We review the concept of exchangeability and discuss the implications for conformal prediction and rank tests. We provide a low-level introduction to these topics, and discuss the similarities between conformal prediction and rank tests.
Score: 0.0
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Abstract: Conformal prediction has been a very popular method of distribution-free predictive inference in recent years in machine learning and statistics. Its popularity stems from the fact that it works as a wrapper around any prediction algorithm such as neural networks or random forests. Exchangeability is at the core of the validity of conformal prediction. The concept of exchangeability is also at the core of rank tests widely known in nonparametric statistics. In this paper, we review the concept of exchangeability and discuss the implications for conformal prediction and rank tests. We provide a low-level introduction to these topics, and discuss the similarities between conformal prediction and rank tests.

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