Does conformal works with glmnet classification?

[ahmed-Q4]

Hello Isidro,

Let me start by thank you for sharing this package. I was wondering, for classification, can we use glmnet or is the current version of the package limited to using random forest classification algorithm?

Thank you

[isidroc]

Hi Ahmed, Thanks for your email. In theory it could be used with any ensemble method. However, the package now is limited to RF for the classification setting for a number of reasons: computation cost, predictive power, etc.. if you want to train ensemble methods you can have a look at these packages: https://cran.r-project.org/web/packages/caretEnsemble/vignettes/caretEnsemble-intro.html https://github.com/cambDI/camb Best wishes