Abstract
We construct a universal prediction system in the spirit of Popper’s falsifiability and Kolmogorov complexity. This prediction system does not depend on any statistical assumptions, but under the IID assumption it dominates, although in a rather weak sense, conformal prediction.
Not for nothing do we call the laws of nature “laws”: the more they prohibit, the more they say.
The Logic of Scientific Discovery
Karl Popper
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Acknowledgments
We thank the anonymous referees for helpful comments. This work has been supported by the Air Force Office of Scientific Research (grant “Semantic Completions”), EPSRC (grant EP/K033344/1), and the EU Horizon 2020 Research and Innovation programme (grant 671555).
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Vovk, V., Pavlovic, D. (2016). Universal Probability-Free Conformal Prediction. In: Gammerman, A., Luo, Z., Vega, J., Vovk, V. (eds) Conformal and Probabilistic Prediction with Applications. COPA 2016. Lecture Notes in Computer Science(), vol 9653. Springer, Cham. https://doi.org/10.1007/978-3-319-33395-3_3
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DOI: https://doi.org/10.1007/978-3-319-33395-3_3
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