Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Калибровка модели× | Конформное предсказание× | Логистическая регрессия× | Количественная оценка неопределенности× | |
|---|---|---|---|---|
| Область≠ | Машинное обучение | Машинное обучение | Статистика исследований | Имитационное моделирование |
| Семейство≠ | Machine learning | Machine learning | Process / pipeline | Process / pipeline |
| Год появления≠ | 2017 | 2005 | 1958 | Seminal modern form: 2002 |
| Автор метода≠ | Platt; Guo et al. | Vovk, Gammerman & Shafer | David Roxbee Cox | Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002) |
| Тип≠ | Post-hoc probability correction technique | Distribution-free uncertainty quantification framework | Method | Computational uncertainty analysis framework |
| Основополагающий источник≠ | Guo, C., Pleiss, G., Sun, Y., & Weinberger, K. Q. (2017). On calibration of modern neural networks. International Conference on Machine Learning, 1321–1330. link ↗ | Vovk, V., Gammerman, A., & Shafer, G. (2005). Algorithmic Learning in a Random World. Springer. ISBN: 978-0-387-00152-4 | Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗ | Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗ |
| Другие названия≠ | Classifier Calibration, Probability Calibration, Score Calibration, Model Kalibrasyonu | Conformal Inference, Conformal Risk Control, Inductive Conformal Prediction, Uyumsal Tahmin | logit model, binomial logistic regression, LR | UQ, polynomial chaos expansion, PCE, Kriging surrogate |
| Связанные≠ | 3 | 2 | 3 | 9 |
| Сводка≠ | Model calibration is a post-hoc technique that adjusts the probability outputs of a trained classifier so that predicted confidence scores match empirical outcome frequencies. A classifier is said to be perfectly calibrated if, among all predictions made with confidence p, exactly a fraction p of them are correct. Systematic miscalibration of modern deep neural networks was rigorously documented by Guo et al. (2017), who showed that networks trained with standard cross-entropy loss tend to be overconfident, and proposed temperature scaling as a simple, effective remedy. | Conformal 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. | Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science. | 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. |
| ScholarGateНабор данных ↗ |
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