Algorithmic learning in a random world

Conformal prediction is a valuable new method of machine learning. Conformal predictors are among the most accurate methods of machine learning, and unlike other state-of-the-art methods, they provide information about their own accuracy and reliability. This new monograph integrates mathematical theory and revealing experimental work. It demonstrates mathematically the validity of the reliability claimed by conformal predictors when they are applied to independent and identically distributed data, and it confirms experimentally that the accuracy is sufficient for many practical problems.…