SYSTEMS AND METHODS FOR ADAPTIVE CONFORMAL PREDICTION

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SYSTEMS AND METHODS FOR ADAPTIVE CONFORMAL PREDICTION - A simplified explanation of the abstract

This abstract first appeared for US patent application 18308429 titled 'SYSTEMS AND METHODS FOR ADAPTIVE CONFORMAL PREDICTION

Embodiments described herein introduce a Strongly Adaptive Online Conformal Prediction (SAOCP) framework that utilizes multiple experts, each responsible for predicting a specific radius, operating within their own active intervals. The framework calculates an aggregated prediction radius by weighting the predicted radii based on the probability of each expert being active at a given time step. The experts are managed using a Scale-Free OGD (SF-OGD) method to update the predicted radius, and a base conformal predictor generates a prediction set using the aggregated radius.

SAOCP framework for online conformal prediction
Management of multiple experts for predicting individual radii
Calculation of aggregated prediction radius based on expert probabilities
Utilization of Scale-Free OGD method for expert management
Generation of prediction set by base conformal predictor

Potential Applications: - Financial forecasting - Medical diagnosis - Anomaly detection in cybersecurity - Weather prediction - Stock market analysis

Problems Solved: - Improved accuracy in prediction intervals - Efficient management of multiple experts - Real-time adaptability to changing conditions

Benefits: - Enhanced prediction reliability - Increased confidence in decision-making - Scalability for various industries - Reduced risk of errors in predictions

Commercial Applications: Title: "Advanced Conformal Prediction Technology for Enhanced Decision-Making" This technology can be applied in financial institutions for risk assessment, healthcare for diagnostic accuracy, and e-commerce for personalized recommendations. The market implications include improved customer satisfaction, reduced losses, and increased competitiveness.

Questions about Conformal Prediction Technology: 1. How does the SAOCP framework improve prediction accuracy compared to traditional methods? 2. What are the key advantages of using multiple experts in the prediction process?

Frequently Updated Research: Stay updated on recent developments in online conformal prediction methods and applications to stay ahead in the field of predictive analytics and decision-making.

Original Abstract Submitted

Embodiments described herein provide a Strongly Adaptive Online Conformal Prediction (SAOCP) framework that manages multiple experts each for predicting a respective prediction radius, while each expert only operates on its own active interval. An aggregated prediction radius may be computed as a weighted sum of the predicted radii, each weighted by the respective probability that the respective expert is active at the time step. Specifically, each expert may be operated with a Scale-Free OGD (SF-OGD) method to update the generated predicted radius. A base conformal predictor may then generate a prediction set using the aggregated radius at the time step.