New Paradigms in Modern Statistics I
[Review 1] Conformal Risk Control
Extending conformal guarantees from miscoverage to the expected value of a general loss.
Paper Anastasios N. Angelopoulos, Stephen Bates, Adam Fisch, Lihua Lei, Tal Schuster. Conformal Risk Control. arXiv:2208.02814, 2022.
TODO review. Rough plan:
- Problem setup.
- Main result and algorithm.
- How it is applied in ML and decision making.
- My take.