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Alex Gammerman
Algorithmic learning in a random world
This monograph introduces conformal prediction, a powerful machine learning method that offers both high accuracy and reliable information about its own precision. It mathematically validates the reliability of conformal predictors for independent and identically distributed data, while experimentally confirming their practical accuracy. The book extends these findings to repetitive structures, integrating various machine learning techniques from boosting to nearest neighbors, and explores connections to algorithmic randomness and statistical physics.