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Conformal prediction linked to information theory

Researchers have established a theoretical framework connecting conformal prediction sets to information theory, specifically Shannon mutual information. This work introduces a family of generalized information measures derived from the size and coverage of prediction sets. The findings demonstrate that reductions in conformal set size due to additional information can be bounded by calibration-dependent measures and adhere to a data processing inequality. These results formally link conformal prediction to information-theoretic concepts, validating the use of set-size reduction as a metric for information gain. AI

IMPACT Provides a theoretical foundation for understanding information gain in uncertainty quantification, potentially improving feature selection and model interpretability.

RANK_REASON Academic paper published on arXiv detailing theoretical advancements in machine learning. [lever_c_demoted from research: ic=1 ai=1.0]

Read on arXiv cs.LG →

AI-generated summary · Google Gemini · from 1 sources. How we write summaries →

Conformal prediction linked to information theory

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Academic paper published on arXiv detailing theoretical advancements in machine learning. [lever_c_demoted from research: ic=1 ai=1.0]
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COVERAGE [1]

  1. arXiv cs.LG TIER_1 English(EN) · Kevin Zhang, Stephen Bates ·

    Conformal Prediction Sets Quantify Information Gain: A Theoretical Perspective

    arXiv:2610.08785v1 Announce Type: new Abstract: Conformal prediction is a popular tool for uncertainty quantification that outputs prediction sets with finite-sample coverage guarantees. While prediction set size is commonly used as a heuristic measure of uncertainty, the informa…