Conformal Prediction For Reliable Machine Learning

The conformal predictions framework is a recent development in machine learning that can associate a reliable measure of confidence with a prediction in any real-world pattern recognition application, including risk-sensitive applications such as medical diagnosis, face recognition, and financial risk prediction. Conformal Predictions for Reliable Machine Learning: Theory, Adaptations and Applications captures the basic theory of the framework, demonstrates how to apply it to real-world problems, and presents several adaptations, including active learning, change detection, and anomaly detection. As practitioners and researchers around the world apply and adapt the framework, this edited volume brings together these bodies of work, providing a springboard for further research as well as a handbook for application in real-world problems. Understand the theoretical foundations of this important framework that can provide a reliable measure of confidence with predictions in machine learning Be able to apply this framework to real-world problems in different machine learning settings, including classification, regression, and clustering Learn effective ways of adapting the framework to newer problem settings, such as active learning, model selection, or change detection

Algorithmic Learning in a Random World describes recent theoretical and experimental developments in building computable approximations to Kolmogorov's algorithmic notion of randomness. Based on these approximations, a new set of machine learning algorithms have been developed that can be used to make predictions and to estimate their confidence and credibility in high-dimensional spaces under the usual assumption that the data are independent and identically distributed (assumption of randomness). Another aim of this unique monograph is to outline some limits of predictions: The approach based on algorithmic theory of randomness allows for the proof of impossibility of prediction in certain situations. The book describes how several important machine learning problems, such as density estimation in high-dimensional spaces, cannot be solved if the only assumption is randomness.

This book is about conformal prediction, an approach to prediction that originated in machine learning in the late 1990s. The main feature of conformal prediction is the principled treatment of the reliability of predictions. The prediction algorithms described — conformal predictors — are provably valid in the sense that they evaluate the reliability of their own predictions in a way that is neither over-pessimistic nor over-optimistic (the latter being especially dangerous). The approach is still flexible enough to incorporate most of the existing powerful methods of machine learning. The book covers both key conformal predictors and the mathematical analysis of their properties. Algorithmic Learning in a Random World contains, in addition to proofs of validity, results about the efficiency of conformal predictors. The only assumption required for validity is that of "randomness" (the prediction algorithm is presented with independent and identically distributed examples); in later chapters, even the assumption of randomness is significantly relaxed. Interesting results about efficiency are established both under randomness and under stronger assumptions. Since publication of the First Edition in 2005 conformal prediction has found numerous applications in medicine and industry, and is becoming a popular machine-learning technique. This Second Edition contains three new chapters. One is about conformal predictive distributions, which are more informative than the set predictions produced by standard conformal predictors. Another is about the efficiency of ways of testing the assumption of randomness based on conformal prediction. The third new chapter harnesses conformal testing procedures for protecting machine-learning algorithms against changes in the distribution of the data. In addition, the existing chapters have been revised, updated, and expanded.

This book constitutes the refereed proceedings of the 5th International Symposium on Conformal and Probabilistic Prediction with Applications, COPA 2016, held in Madrid, Spain, in April 2016. The 14 revised full papers presented together with 1 invited paper were carefully reviewed and selected from 23 submissions and cover topics on theory of conformal prediction; applications of conformal prediction; and machine learning.

Elevate your machine learning skills using the Conformal Prediction framework for uncertainty quantification. Dive into unique strategies, overcome real-world challenges, and become confident and precise with forecasting. Key Features Master Conformal Prediction, a fast-growing ML framework, with Python applications Explore cutting-edge methods to measure and manage uncertainty in industry applications Understand how Conformal Prediction differs from traditional machine learning Book DescriptionIn the rapidly evolving landscape of machine learning, the ability to accurately quantify uncertainty is pivotal. The book addresses this need by offering an in-depth exploration of Conformal Prediction, a cutting-edge framework to manage uncertainty in various ML applications. Learn how Conformal Prediction excels in calibrating classification models, produces well-calibrated prediction intervals for regression, and resolves challenges in time series forecasting and imbalanced data. Discover specialised applications of conformal prediction in cutting-edge domains like computer vision and NLP. Each chapter delves into specific aspects, offering hands-on insights and best practices for enhancing prediction reliability. The book concludes with a focus on multi-class classification nuances, providing expert-level proficiency to seamlessly integrate Conformal Prediction into diverse industries. With practical examples in Python using real-world datasets, expert insights, and open-source library applications, you will gain a solid understanding of this modern framework for uncertainty quantification. By the end of this book, you will be able to master Conformal Prediction in Python with a blend of theory and practical application, enabling you to confidently apply this powerful framework to quantify uncertainty in diverse fields.What you will learn The fundamental concepts and principles of conformal prediction Learn how conformal prediction differs from traditional ML methods Apply real-world examples to your own industry applications Explore advanced topics - imbalanced data and multi-class CP Dive into the details of the conformal prediction framework Boost your career as a data scientist, ML engineer, or researcher Learn to apply conformal prediction to forecasting and NLP Who this book is for Ideal for readers with a basic understanding of machine learning concepts and Python programming, this book caters to data scientists, ML engineers, academics, and anyone keen on advancing their skills in uncertainty quantification in ML.

This book is about making machine learning models and their decisions interpretable. After exploring the concepts of interpretability, you will learn about simple, interpretable models such as decision trees, decision rules and linear regression. Later chapters focus on general model-agnostic methods for interpreting black box models like feature importance and accumulated local effects and explaining individual predictions with Shapley values and LIME. All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted? This book will enable you to select and correctly apply the interpretation method that is most suitable for your machine learning project.

Algorithmic Learning in a Random World describes recent theoretical and experimental developments in building computable approximations to Kolmogorov's algorithmic notion of randomness. Based on these approximations, a new set of machine learning algorithms have been developed that can be used to make predictions and to estimate their confidence and credibility in high-dimensional spaces under the usual assumption that the data are independent and identically distributed (assumption of randomness). Another aim of this unique monograph is to outline some limits of predictions: The approach based on algorithmic theory of randomness allows for the proof of impossibility of prediction in certain situations. The book describes how several important machine learning problems, such as density estimation in high-dimensional spaces, cannot be solved if the only assumption is randomness.

Tackle the real-world complexities of modern machine learning with innovative, cutting-edge, techniques About This Book Fully-coded working examples using a wide range of machine learning libraries and tools, including Python, R, Julia, and Spark Comprehensive practical solutions taking you into the future of machine learning Go a step further and integrate your machine learning projects with Hadoop Who This Book Is For This book has been created for data scientists who want to see machine learning in action and explore its real-world application. With guidance on everything from the fundamentals of machine learning and predictive analytics to the latest innovations set to lead the big data revolution into the future, this is an unmissable resource for anyone dedicated to tackling current big data challenges. Knowledge of programming (Python and R) and mathematics is advisable if you want to get started immediately. What You Will Learn Implement a wide range of algorithms and techniques for tackling complex data Get to grips with some of the most powerful languages in data science, including R, Python, and Julia Harness the capabilities of Spark and Hadoop to manage and process data successfully Apply the appropriate machine learning technique to address real-world problems Get acquainted with Deep learning and find out how neural networks are being used at the cutting-edge of machine learning Explore the future of machine learning and dive deeper into polyglot persistence, semantic data, and more In Detail Finding meaning in increasingly larger and more complex datasets is a growing demand of the modern world. Machine learning and predictive analytics have become the most important approaches to uncover data gold mines. Machine learning uses complex algorithms to make improved predictions of outcomes based on historical patterns and the behaviour of data sets. Machine learning can deliver dynamic insights into trends, patterns, and relationships within data, immensely valuable to business growth and development. This book explores an extensive range of machine learning techniques uncovering hidden tricks and tips for several types of data using practical and real-world examples. While machine learning can be highly theoretical, this book offers a refreshing hands-on approach without losing sight of the underlying principles. Inside, a full exploration of the various algorithms gives you high-quality guidance so you can begin to see just how effective machine learning is at tackling contemporary challenges of big data. This is the only book you need to implement a whole suite of open source tools, frameworks, and languages in machine learning. We will cover the leading data science languages, Python and R, and the underrated but powerful Julia, as well as a range of other big data platforms including Spark, Hadoop, and Mahout. Practical Machine Learning is an essential resource for the modern data scientists who want to get to grips with its real-world application. With this book, you will not only learn the fundamentals of machine learning but dive deep into the complexities of real world data before moving on to using Hadoop and its wider ecosystem of tools to process and manage your structured and unstructured data. You will explore different machine learning techniques for both supervised and unsupervised learning; from decision trees to Naive Bayes classifiers and linear and clustering methods, you will learn strategies for a truly advanced approach to the statistical analysis of data. The book also explores the cutting-edge advancements in machine learning, with worked examples and guidance on deep learning and reinforcement learning, providing you with practical demonstrations and samples that help take the theory–and mystery–out of even the most advanced machine learning methodologies. Style and approach A practical data science tutorial designed to give you an insight into the practical application of machine learning, this book takes you through complex concepts and tasks in an accessible way. Featuring information on a wide range of data science techniques, Practical Machine Learning is a comprehensive data science resource.