seminars:stat:200917
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| + | Confident prediction is highly relevant in machine learning; for example, in | ||
| + | applications | ||
| + | such as medical diagnoses, wrong prediction can be fatal. For classification, | ||
| + | already exists procedures that allow to not classify data when the confidence in their | ||
| + | prediction is weak. This approach is known as classification with reject option. In the | ||
| + | this paper, the authors provide new methodology for this approach. Predicting a new | ||
| + | instance via a confidence set, they ensure an exact control of the probability of | ||
| + | classification. Moreover, they show that this methodology is easily implementable and | ||
| + | entails attractive theoretical and numerical properties. | ||
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