2024 | OriginalPaper | Buchkapitel
Adaptive Prediction Interval for Data Stream Regression
verfasst von : Yibin Sun, Bernhard Pfahringer, Heitor Murilo Gomes, Albert Bifet
Erschienen in: Advances in Knowledge Discovery and Data Mining
Verlag: Springer Nature Singapore
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Abstract
AdaPI
(ADAptive Prediction Interval), a novel method that can automatically adjust the interval width by an appropriate amount according to historical information to converge the coverage to a user-defined percentage. AdaPI
can be applied to any streaming PI technique as a postprocessing step. This paper develops an incremental variant of the pervasive Mean and Variance Estimation (MVE) method for use with AdaPI
. An empirical evaluation over a set of standard streaming regression tasks demonstrates AdaPI
’s ability to generate compact prediction intervals with a coverage close to the desired level, outperforming alternative methods.