Inductive randomness predictors: beyond conformal

Vladimir Vovk
3/4/2025
cs.LGstat.ME

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Abstract

This paper introduces inductive randomness predictors, which form a proper superset of inductive conformal predictors but have the same principal property of validity under the assumption of randomness (i.e., of IID data). It turns out that every non-trivial inductive conformal predictor is strictly dominated by an inductive randomness predictor, although the improvement is not great, at most a factor of $\mathrm{e}\approx2.72$ in the case of e-prediction. The dominating inductive randomness predictors are more complicated and more difficult to compute; besides, an improvement by a factor of $\mathrm{e}$ is rare. Therefore, this paper does not suggest replacing inductive conformal predictors by inductive randomness predictors and only calls for a more detailed study of the latter.

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Cite this paper

@article{vovk2025inductive,
  title  = {Inductive randomness predictors: beyond conformal},
  author = {Vladimir Vovk},
  year   = {2025},
  eprint = {2503.02803},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2503.02803v2}
}

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