Ivane Antonov

Bet on Features: Anytime-Valid and Feature-Aware Auditing of Conditional Quantile Forecasters

Ivane Antonov, Sohom Mukherjee, Richard Pibernik, Yo Joong Choe

Black-box conditional quantile forecasts are widely used for sequential decisions under asymmetric costs, such as inventory planning in supply chain management. Once deployed, such forecasters must be monitored continuously as data streams drift and regimes change; this invalidat…Read more