Sebastien Destercke
Sebastien Destercke
We have a better calibrated version (using copulas to better adjust target-wise confidence levels): https://arxiv.org/abs/2101.12002. Code available here: https://github.com/M-Soundouss/CopulaConformalMTR
Hi @gmartinonQM, Many thanks for the suggestion and for the helpful tips on how to add our method to the MAPIE library. I may not have the time right now...
@gmartinonQM Not so far, @M-Soundouss is writing her thesis, which is time-consuming. Helping in implementing multi-output regression for MAPIE is still in our to-do list, though.
@M-Soundouss, it would be nice to answer this request (even if it is a bit old :))