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Computing Full Conformal Prediction Set with Approximate Homotopy

NeurIPS 2019 · Learning theory and algorithms › Prediction and decision losses · approach: Conformal prediction sets · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use approximate homotopy instead of split conformalRidge logcosh regression · BostonLength: 2.271 -> 1.998 (ε=1e-2)Helped
Use approximate homotopy instead of split conformalRidge Linex regression · DiabetesLength: 2.447 -> 2.231 (ε=1e-2)Helped
Tighten optimization tolerance from 1e-2 to 1e-8 (ablation)Approximate homotopy · BostonLength: 1.998 -> 1.981Helped
Tighten optimization tolerance from 1e-2 to 1e-8 (ablation)Approximate homotopy · BostonTime (s): 0.073 -> 36.977Hurt
Tighten optimization tolerance from 1e-2 to 1e-8 (ablation)Approximate homotopy · DiabetesLength: 2.231 -> 2.199Helped
Tighten optimization tolerance from 1e-2 to 1e-8 (ablation)Approximate homotopy · DiabetesTime (s): 0.050 -> 20.712Hurt
Use approximate homotopy at the reported tolerances (ablation)Ridge logcosh regression · BostonCoverage: 0.92 at 1e-2, 1e-4, 1e-6, and 1e-8No clear effect
Use approximate homotopy at the reported tolerances (ablation)Ridge Linex regression · DiabetesCoverage: 0.91 at 1e-2, 1e-4, 1e-6, and 1e-8No clear effect

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