Is distribution-free inference possible for binary regression?
type: Item
instance of: scholarly article
title: Is distribution-free inference possible for binary regression?
zbMATH Open document ID: 1453.62454
DOI: 10.1214/20-EJS1749
author: Rina Foygel Barber
published in: Electronic Journal of Statistics
publication date: 2020-11-05T00:00:00Z
full work available at URL: https://arxiv.org/abs/2004.09477
full work available at URL: https://projecteuclid.org/euclid.ejs/1601085759
review text: This is a study in the domain of distribution-free prediction. The aim is to investigate the extension of the distribution-free framework in the binary regression setting, i.e., to provide distribution-free inference on the conditional label probability \(\pi_P(X)=(\mathbb{P}_P[Y=1|X])\). The author proves that in the binary regression setting, any algorithm providing distribution-free coverage of \(\pi_P\)(\(X\)) must necessarily also cover the binary label \(Y\), for every distribution \(P\) that is nonatomic. Bounds on the length of a distribution-free confidence interval for binary regression are established. Further, the author analyses whether the lower bound on the confidence interval length can be achieved by a distribution-free method. A distribution-free algorithm is developed and the author proves that the constructed confidence interval provides a \((1-\alpha)\)-distribution-free confidence interval for the defined binary regression. An upper bound on its expected length is obtained. Appendix A is devoted to additional proofs connected to lower bounds and Appendix B to additional proofs connected to upper bounds.
reviewed by: Claudia Simionescu-Badea
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 7270269
zbMATH Keywords: distribution-free inference
zbMATH Keywords: nonparametric inference
zbMATH Keywords: binary regression
zbMATH Keywords: adaptive inference
describes a project that uses: conformalInference
MaRDI profile type: MaRDI publication profile
arXiv ID: 2004.09477
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description: scientific article