Mouhcine Mendil

* Add a correction function (callable) as an argument in the calibrate method. By default, use Bonferroni. * Enable coordinates-wise weights such that they have the same shape as the...

The method `deel.puncc.api.utils.quantile` is to be updated to compute the $\boldsymbol{x}$-th quantile of a matrix-shaped input $\boldsymbol{a}$ $\in \mathbb{R} ^{n \times m}$, $n$ being the number of examples and $m$...

Nonconformity scores for multivariate regression

1

Add nonconfomity score and prediction set functions for conformal multivariate regression in their respective modules.

User friendly weight normalization

2

For simplicity, the weight normalization in case of nonexchangeable CP needs to be done inside the method `deel.puncc.api.calibration.BaseCalibrator.calibrate`. Also, documentation should clarify if the weights passed as arguments are to...

This PR adds a tutorial on conformal time series regression using puncc. It walks through how to apply different conformal prediction methods (OSSCP, WSCP, EnbPI) to time series data, with...