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Conformal Prediction×Ποσοτικοποίηση της Αβεβαιότητας×
ΠεδίοΜηχανική ΜάθησηΠροσομοίωση
ΟικογένειαMachine learningProcess / pipeline
Έτος προέλευσης2005Seminal modern form: 2002
ΔημιουργόςVovk, Gammerman & ShaferNorbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)
ΤύποςDistribution-free uncertainty quantification frameworkComputational uncertainty analysis framework
Θεμελιώδης πηγήVovk, V., Gammerman, A., & Shafer, G. (2005). Algorithmic Learning in a Random World. Springer. ISBN: 978-0-387-00152-4Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗
Εναλλακτικές ονομασίεςConformal Inference, Conformal Risk Control, Inductive Conformal Prediction, Uyumsal TahminUQ, polynomial chaos expansion, PCE, Kriging surrogate
Συναφείς29
ΣύνοψηConformal Prediction is a distribution-free framework for constructing statistically valid prediction sets (for classification) or prediction intervals (for regression) around the output of any pre-trained machine learning model. Introduced by Vovk, Gammerman, and Shafer in their 2005 monograph, it provides a finite-sample marginal coverage guarantee — the true label falls inside the prediction set with at least 1-alpha probability — without requiring parametric assumptions about the data distribution.Uncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.
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ScholarGateΣύγκριση μεθόδων: Conformal Prediction · Uncertainty Quantification. Ανακτήθηκε στις 2026-06-17 από https://scholargate.app/el/compare