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Introduction.md
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### 1. Prediction Regions
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Prediction regions
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### 2. Validity
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### 3. Inductive Conformal Prediction
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- validity score $s_i$ by counting the number of times the true value $y_i$ falls within the prediction region $R_i$ over repeated experiments.
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- p-value $p_i$ by dividing the validity score $s_i$ by the number of repeated experiments.
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- prediction region $R_i$ using the top $k$ errors and the p-value $p_i$.
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# Theory
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### 1. Prediction Regions
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Prediction regions in conformal prediction are intervals that provide a range of possible values for the prediction. For a regression task, this is often referred to as a prediction interval. Let's denote the prediction region as $[a, b]$, where $a$ and $b$ represent the lower and upper bounds, respectively. The confidence level is denoted by $\alpha$. The prediction region is constructed in such a way that it contains the true value with a probability of at least $(1 - \alpha)$.
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Mathematically, for a prediction $\hat{y}$, the prediction region is defined as:
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$$ P(a \leq y \leq b) \geq 1 - \alpha $$
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This ensures that the true value $y$ falls within the predicted interval with a confidence level of at least $(1 - \alpha)$.
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For a classification task, the prediction region is a set of classes that's above a certain threshold. The threshold is calculated by $\alpha$. Mathematically, for a prediction $\hat{C}$, the prediction region is defined as:
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$$ P(y \in \hat{C}) \geq 1 - \alpha $$
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This ensures that the true value $y$ falls within the predicted set of classes with a confidence level of at least $(1 - \alpha)$.
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### 2. Validity
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The validity of a conformal predictor is a crucial aspect. It ensures that, over repeated experiments, the true value falls within the predicted region with the specified confidence level. Mathematically, for a given prediction $\hat{y}$ and a true outcome $y$, the validity condition is expressed as:
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$$ P(y \in [a, b]) \geq 1 - \alpha $$
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This means that the probability of the true value $y$ lying within the predicted interval $[a, b]$ is greater than or equal to $(1 - \alpha)$.
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For a classification task, the validity condition is expressed as:
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$$ P(y \in \hat{C}) \geq 1 - \alpha $$
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This means that the probability of the true value $y$ lying within the predicted set of classes $\hat{C}$ is greater than or equal to $(1 - \alpha)$.
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### 3. Inductive Conformal Prediction
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- validity score $s_i$ by counting the number of times the true value $y_i$ falls within the prediction region $R_i$ over repeated experiments.
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- p-value $p_i$ by dividing the validity score $s_i$ by the number of repeated experiments.
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- prediction region $R_i$ using the top $k$ errors and the p-value $p_i$.
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