Prediction with Confidence Based on a Random Forest Classifier

Conformal predictors represent a new flexible framework that outputs region predictions with a guaranteed error rate. Efficiency of such predictions depends on the nonconformity measure that underlies the predictor. In this work we designed new nonconformity measures based on a random forest classifier. Experiments demonstrate that proposed conformal predictors are more efficient than current benchmarks on noisy mass spectrometry data (and at least as efficient on other type of data) while maintaining the property of validity: they output fewer multiple predictions, and the ratio of mistakes does not exceed the preset level. When forced to produce singleton predictions, the designed conformal predictors are at least as accurate as the benchmarks and sometimes significantly outperform them.