ridge_linear_len100_t5

A dataset containing the experiment results used in the vignettes.

datasets

An implementation of efficiency first conformal prediction (EFCP) and validity first conformal prediction (VFCP) that demonstrates both validity (coverage guarantee) and efficiency (width guarantee). To learn how to use it, check the vignettes for a quick tutorial. The package is based on the work by Yang Y., Kuchibhotla A.,(2021) <arxiv:2104.13871>.

Yachong Yang

ConformalSmallest

Efficient Tuning-Free Conformal Prediction

ridge_linear_len100_t5 function

A list with 6 elements: len.param_linear_fm_t5, len.naive_linear_fm_t5, len.vfcp_linear_fm_t5, len.star_linear_fm_t5, len.cv5_linear_fm_t5, len.efcp_linear_fm_t5<dl class="dl-horizontal">
<dt>len.param</dt><dd>a matrix with widths for the prediction regions produced by the parametric method</dd>
<dt>len.naive</dt><dd>a matrix with widths for the prediction regions produced by naive linear regression method</dd>
<dt>len.vfcp</dt><dd>na matrix with widths for the prediction regions produced by VFCP</dd>
<dt>len.star</dt><dd>a matrix with widths for the prediction regions produced by cross validation with the errors</dd>
<dt>len.cv5</dt><dd>a matrix with widths for the prediction regions produced by cross-validation with 5 splits</dd>
<dt>len.efcp</dt><dd>a matrix with widths for the prediction regions produced by efcp</dd>
</dl>

Format

Outcomes of an example for tuning-free conformal prediction with ridge regression. — ridge_linear_len100_t5

A list with 6 elements: len.param_linear_fm_t5, len.naive_linear_fm_t5, len.vfcp_linear_fm_t5, len.star_linear_fm_t5, len.cv5_linear_fm_t5, len.efcp_linear_fm_t5<dl class='dl-horizontal'>
<dt>len.param</dt><dd>a matrix with widths for the prediction regions produced by the parametric method</dd>
<dt>len.naive</dt><dd>a matrix with widths for the prediction regions produced by naive linear regression method</dd>
<dt>len.vfcp</dt><dd>na matrix with widths for the prediction regions produced by VFCP</dd>
<dt>len.star</dt><dd>a matrix with widths for the prediction regions produced by cross validation with the errors</dd>
<dt>len.cv5</dt><dd>a matrix with widths for the prediction regions produced by cross-validation with 5 splits</dd>
<dt>len.efcp</dt><dd>a matrix with widths for the prediction regions produced by efcp</dd>
</dl>

ridge_linear_len100_t5: Outcomes of an example for tuning-free conformal prediction with ridge regression.

Description

Usage

Arguments

Format