Criteria of efficiency for conformal prediction

Vladimir Vovk, Valentina Fedorova, Ilia Nouretdinov, Alex Gammerman

Published 2016-03-14Version 1

We study optimal conformity measures for various criteria of efficiency in an idealized setting. This leads to an important class of criteria of efficiency that we call probabilistic; it turns out that the most standard criteria of efficiency used in literature on conformal prediction are not probabilistic.