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  • title: Conformal Prediction with Missing Values
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            Conformal Prediction with Missing Values
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            Conformal Prediction with Missing Values

            Jul 24, 2023

            Speakers

            MZ

            Margaux Zaffran

            Speaker · 0 followers

            AD

            Aymeric Dieuleveut

            Speaker · 0 followers

            JJ

            Julie Josse

            Speaker · 0 followers

            About

            Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates – a setting that brings new challenges to uncertainty quantification. We first show that the marginal coverage guarantee of conformal prediction holds on imputed data for any missingness distribution and almost all imputation functions. However, we emphasize that the average coverage varies depending on the pattern of missing values…

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            ICML 2023

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