Sequential inductive prediction intervals

2023/12/08 by Avelin, Benny
#FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2312.04950

Abstract

In this paper we explore the concept of sequential inductive prediction intervals using theory from sequential testing. We furthermore introduce a 3-parameter PAC definition of prediction intervals that allows us via simulation to achieve almost sharp bounds with high probability.

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