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Zhongze Cai

3 accepted papers

2023

Distribution-Free Model-Agnostic Regression Calibration via Nonparametric Methods

NeurIPS 2023poster

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is well-motivated from downstream tasks such as newsvendor cost, th…