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分位数回归+共形预测:Conformalized Quantile Regression实现更可靠的预测区间
点击上方“Deephub Imba”,关注公众号,好文章不错过 !预测不确定性量化在数据驱动决策过程中具有关键作用。无论是评估医疗干预的风险概率还是预测金融市场的价格波动范围,我们常需要构建预测区间——即以特定置信度包含目标真值的概率区间。分位数回归 ...
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