4 papers · 1 filter
Rolling Conformal Prediction in Sequential Model Training
Chen Cheng, Ruiting Liang, Rina Foygel Barber
We introduce Rolling Conformal Prediction (rolling-CP), a distribution-free predictive inference method for the setting of sequential model training. Specifically, given a data str…
Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series
Hanyang Jiang, Rina Foygel Barber, Ashwin Pananjady +1
Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable and is treated symmetrically during training…
Is Memorization Helpful or Harmful? Prior Information Sets the Threshold
Chen Cheng, Rina Foygel Barber
We examine the connection between training error and generalization error for arbitrary estimating procedures, working in an overparameterized linear model under general priors in…
Concentration Inequalities for Exchangeable Tensors and Matrix-valued Data
Chen Cheng, Rina Foygel Barber
We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail boun…