Conformal Prediction via Regression-as-Classification
Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in reality, such approaches can be sensitive to estimation error and yield unstable intervals. Here, we circumvent the challenges by converting regression to a classification problem and then use CP for classification to obtain CP sets for regression. To preserve the ordering of the continuous-output space, we design a new loss function and make necessary…
This paper was accepted at the workshop on Regulatable ML at NeurIPS 2023. Conformal Prediction (CP) is a method of estimating risk or uncertainty when using Machine Learning to help abide by common Risk Management regulations often seen in fields like healthcare and finance. CP for regression can be challenging,…
Logistic regression is a type of regression that predicts the probability of an event. It is used for classification problems and has many applications in the fields of machine learning, artificial intelligence, and data mining. The formula of logistic regression is to apply a sigmoid function to the output of…