A Conformal Prediction tutorial, an introductive review of the basics.
25 Sep 2023On this website you can find slides of an introductive tutorial to Conformal Prediction, built during the PhD studies of Margaux Zaffran.
Feel free to re-use and adapt the slides (tex sources and notebook to reproduce images are also available): if you do, please refer to this page and license.
The outline is the following:
-
Quantile Regression (slides 3-7)
- Split Conformal Prediction
- Standard mean-regression case (slides 9-21)
- Conformalized Quantile Regression (slides 22-27)
- Generalization of SCP: going beyond regression (slides 28-38)
- Avoiding data splitting: full conformal and out-of-bags approaches
- Full Conformal Prediction (slides 39-45)
- Jackknife+ (and CV+) (slides 46-49)
- Beyond exchangeability (slides 50-55)
This tutorial (modified and/or part of it) have already been used in the past with external audiences, before it was shared on this website.
- Margaux Zaffran, 2022, 28th of June, Mathematical Methods of Modern Statistics 3
- Aymeric Dieuleveut, 2023, 6th of April, Owkin
- Claire Boyer and Margaux Zaffran, 2023, 25th of April, FEMTO-ST – MASPIN Days
- Margaux Zaffran, 2023, 22nd of May, Swiss Data Science Center – EPFL
- Margaux Zaffran, 2023, 13th of June, MIND & SODA – INRIA
- Margaux Zaffran, 2023, 10th of September, ENBIS Annual conference
This tutorial by Margaux Zaffran (2023) is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.