Interpretable regression trees using conformal prediction

作者：

Highlights：

• Conformal prediction applied to regression trees.

• Large-scale empirical investigation of well-calibrated prediction intervals.

• Preserved interpretability of normalized conformal regression trees.

• Novel approach eliminating the efficiency vs. interpretability trade-off.

摘要

•Conformal prediction applied to regression trees.•Large-scale empirical investigation of well-calibrated prediction intervals.•Preserved interpretability of normalized conformal regression trees.•Novel approach eliminating the efficiency vs. interpretability trade-off.

论文关键词：Conformal prediction,Interpretability,Predictive regression,Regression trees

论文评审过程：Received 26 October 2017, Revised 18 December 2017, Accepted 19 December 2017, Available online 27 December 2017, Version of Record 8 January 2018.

论文官网地址：https://doi.org/10.1016/j.eswa.2017.12.041