seminars:stat:191017
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| + | In multi-class classification problem, the training data and the | ||
| + | out-of-sample test data may have different distributions. A method called BCOPS | ||
| + | (balanced and conformal optimized prediction sets) constructs a prediction set C(x) | ||
| + | as a subset of class labels, possibly empty. It tries to optimize the out-of-sample | ||
| + | performance, | ||
| + | detecting outliers x, for which the method returns no prediction (corresponding to | ||
| + | C(x) equal to the empty set). | ||
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