Table 2.

Average prediction performances with respect to average size of the prediction set ( ), the overall mis-classification error (OME), and the absolute prediction error (APE), for setting ii with interactive effects.

(a) h(1) ≠ h(2) ≠ h(3) ≠ h(4)
kernel choice			OME	APE
Linear	fCRKM	4.47(0.10)	0.75(0.03)	1.53(0.15)
	sCRKM	4.45(0.11)	0.75(0.03)	1.55(0.16)
	pCRKM	4.44(0.05)	0.76(0.02)	1.65(0.17)
Data Driven	fCRKM	1.99(0.07)	0.36(0.02)	0.52(0.02)
	${\text{sCR}}_{\text{KM}}^{\mathbb{S}}$	2.03(0.09)	0.37(0.02)	0.52(0.02)
	pCRKM	2.70(0.14)	0.53(0.02)	0.67(0.05)
Quadratic	fCRKM	1.93(0.05)	0.35(0.01)	0.51(0.02)
	sCRKM	1.95(0.05)	0.35(0.01)	0.51(0.02)
	pCRKM	2.84(0.06)	0.55(0.01)	0.72(0.02)
-	SVM	2.32(0.06)	0.44(0.01)	0.63(0.02)
	CART	-	0.66(0.03)	1.02(0.04)
	pCR L1	4.05(0.14)	0.79(0.02)	1.72(0.30)
(b) h(1) = h(2) ≠ h(3) = h(4)
Linear	fCRKM	4.50(0.10)	0.75(0.03)	1.42(0.16)
	sCRKM	4.49(0.10)	0.75(0.03)	1.44(0.18)
	pCRKM	4.46(0.04)	0.75(0.03)	1.53(0.19)
Data Driven	fCRKM	2.19(0.07)	0.43(0.02)	0.55(0.02)
	${\text{sCR}}_{\text{KM}}^{\mathbb{S}}$	2.09(0.10)	0.41(0.02)	0.52(0.02)
	pCRKM	2.44(0.07)	0.50(0.01)	0.59(0.03)
Quadratic	fCRKM	2.14(0.04)	0.42(0.01)	0.54(0.02)
	sCRKM	2.00(0.05)	0.39(0.01)	0.50(0.02)
	pCRKM	2.50(0.06)	0.51(0.01)	0.61(0.02)
-	SVM	2.48(0.05)	0.51(0.01)	0.68(0.02)
	CART	-	0.64(0.02)	0.92(0.04)
	pCR L1	4.06(0.18)	0.79(0.02)	1.54(0.34)
(c) h(1) = h(2) = h(3) = h(4)
Linear	fCRKM	4.45(0.09)	0.77(0.02)	1.52(0.13)
	sCRKM	4.44(0.09)	0.77(0.02)	1.55(0.15)
	pCRKM	4.44(0.05)	0.77(0.02)	1.63(0.18)
Data Driven	fCRKM	2.53(0.07)	0.49(0.01)	0.62(0.03)
	${\text{sCR}}_{\text{KM}}^{\mathbb{S}}$	2.34(0.10)	0.46(0.02)	0.57(0.04)
	pCRKM	2.05(0.08)	0.40(0.02)	0.46(0.02)
Quadratic	fCRKM	2.48(0.05)	0.48(0.01)	0.60(0.02)
	sCRKM	2.26(0.06)	0.45(0.01)	0.55(0.02)
	pCRKM	2.03(0.08)	0.40(0.02)	0.46(0.03)
-	SVM	2.76(0.05)	0.56(0.01)	0.80(0.03)
	CART	-	0.64(0.04)	0.87(0.04)
	pCR L1	4.09(0.18)	0.79(0.02)	1.64(0.31)