Louis Lacombe

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icon location Paris icon location Data Scientist @Quantmetry working on MAPIE | Alumni MSc in Data Science @BocconiUniversity

Results 14 comments of Louis Lacombe

Giving a fraction of samples instead of a number of samples in the Subsample class

@gmartinonQM, thank you for the suggestion, this is something we need to look into, an issue also related to #231.

Add Sequential Predictive Conformal Inference (SPCI) method for Time Series

Hey @Kevin-Chen0, Note that I would fork from the following branch: [334-adaptive-conformal-predictions-for-time-series](https://github.com/scikit-learn-contrib/MAPIE/tree/334-adaptive-conformal-predictions-for-time-series). Looking forward to see your PR!

Sequential Predictive Conformal Inference (SCPI) for Time Series

Hi @Kevin-Chen0, Thank you for your comment. Indeed, I think this could be a valuable addition to MAPIE. For the moment, we have focused our efforts in Time Series on...

Sequential Predictive Conformal Inference (SCPI) for Time Series

Hi @Kevin-Chen0, Indeed, we are including it at this very moment, it's in the final stages of development... 🔜 https://github.com/scikit-learn-contrib/MAPIE/pull/341. I think that as soon as it's released, we will...