Synergy Conformal Prediction for Regression
Gauraha, N. and Spjuth, O..
Synergy Conformal Prediction for Regression.
DiVA preprint. 1288708 (2019). URL: www.diva-portal.org/smash/get/diva2:1288708/FULLTEXT01.pdf
Large and distributed data sets pose many challenges for machine learning, including requirements on computational resources and training time. One approach is to train multiple models in parallel on subsets of data and aggre- gate the resulting predictions. Large data sets can then be partitioned into smaller chunks, and for distributed data the need for pooling can be avoided. Combining results from conformal predictors using synergy rules has been shown to have advantageous properties for classification problems. In this paper we extend the methodology to regression problems, and we show that it produces valid and efficient predictors compared to inductive conformal pre- dictors and cross-conformal predictors for 10 different data sets from the UCI machine learning repository using three different machine learning methods. The approach offers a straightforward and compelling alternative to pooling data, such as when working in distributed environments.