2024-09-10-johansson24a.md

title	booktitle	year	volume	series	month	publisher	pdf	url	abstract	layout	issn	id	tex_title	firstpage	lastpage	page	order	cycles	bibtex_editor	editor	bibtex_author	author	date	address	container-title	genre	issued	extras
Conformal Regression with Reject Option	Proceedings of the Thirteenth Symposium on Conformal and Probabilistic Prediction with Applications	2024	230	Proceedings of Machine Learning Research	0	PMLR	https://raw.githubusercontent.com/mlresearch/v230/main/assets/johansson24a/johansson24a.pdf	https://proceedings.mlr.press/v230/johansson24a.html	A regressor with reject option may refrain from making predictions expected to be inaccurate. In this paper, we introduce and evaluate conformal regression with reject option. Consistent with standard conformal regression, non-rejected predictions are valid prediction intervals. The suggested approach utilizes Mondrian conformal regression, where the categories are dynamically created from difficulty estimations of individual instances and requested rejection levels. As shown in the experiments, using $16$ publicly available data sets and random forests as underlying models, the conformal regressors produced progressively tighter intervals for higher rejection levels, thus demonstrating the trade-off between coverage and informativeness targeted when adding a reject option. A key property of the novel method is the fact that the informativeness, i.e., the interval sizes, resulting from any combination of significance and rejection levels is known to the user before making any test predictions. While all four different difficulty estimators evaluated led to consistently tighter intervals for higher rejection levels, the one producing the most efficient conformal regressors utilized the disagreement between the trees in the Random forest.	inproceedings	2640-3498	johansson24a	Conformal Regression with Reject Option	277	294	277-294	277	false	Vantini, Simone and Fontana, Matteo and Solari, Aldo and Bostr\"{o}m, Henrik and Carlsson, Lars	given family Simone Vantini given family Matteo Fontana given family Aldo Solari given family Henrik Boström given family Lars Carlsson	Johansson, Ulf and S\"{o}nstr\"{o}d, Cecilia and Bostr\"{o}m, Henrik	given family Ulf Johansson given family Cecilia Sönströd given family Henrik Boström	2024-09-10		Proceedings of the Thirteenth Symposium on Conformal and Probabilistic Prediction with Applications	inproceedings	date-parts 2024 9 10