A novel approach to conformal prediction for regression that converts the regression problem into a classification problem, allowing the use of flexible classification-based conformal prediction techniques to handle complex output distributions such as heteroscedasticity and bimodality.
The application of the fixed-effect multiple linear regression model to an overparameterized dataset is equivalent to fitting the data with a hyper-curve parameterized by a single scalar parameter. This equivalence allows for a predictor-focused approach, where each predictor is described by a function of the chosen parameter, enabling the identification and removal of noisy or improper predictors to improve the predictive power of the linear model.
Large language models like GPT-4, Claude 3, and DBRX can perform linear and non-linear regression tasks effectively using only in-context examples, without any additional training or gradient updates.
Misspecification uncertainties must be accounted for in underparametrized regression models to avoid severe underestimation of parameter uncertainties.