Cross-conformal predictors

TL;DR

This paper introduces cross-conformal prediction, a hybrid method combining inductive conformal prediction and cross-validation, and evaluates its validity and efficiency through empirical studies.

Contribution

It presents the novel approach of cross-conformal prediction and analyzes its theoretical validity and practical efficiency.

Findings

Validates the method empirically

Demonstrates improved predictive efficiency

Combines strengths of conformal prediction and cross-validation

Abstract

This note introduces the method of cross-conformal prediction, which is a hybrid of the methods of inductive conformal prediction and cross-validation, and studies its validity and predictive efficiency empirically.