Distance Metric Learning-Based Conformal Predictor

In order to improve the computational efficiency of conformal predictor, distance metric learning methods were used in the algorithm. The process of learning was divided into two stages: offline learning and online learning. Firstly, part of the training data was used in distance metric learning to get a space transformation matrix in the offline learning stage; Secondly, standard CP-KNN was conducted on the remaining training data with a nonconformity measure function defined by K nearest neighbors classifier in the transformed space. Experimental results on three UCI datasets demonstrate the efficiency of the new algorithm.