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. Later chapters generalize these results to models called repetitive structures, which originate in the algorithmic theory of randomness and statistical physics. The approach is flexible enough to incorporate most existing methods of machine learning, including newer methods such as boosting and support vector machines and older methods such as nearest neighbors and the bootstrap. Topics and Features: * Describes how conformal predictors yield accurate and reliable predictions, complemented with quantitative measures of their accuracy and reliability * Handles both classification and regression pro