valeman

Here is more relevant paper that deals with any underlying regressor https://proceedings.mlr.press/v91/vovk18a.html And toy Python package that implements it https://pypi.org/project/pysloth/

Dan, you might be interested in this link https://github.com/valeman/awesome-conformal-prediction

Awesome decision @fkiraly 👏

It is puzzling to see significant gap in MAPIE when it comes to binary classification. It appears the focus in MAPIE since inception seems to have been for some reason...

@trivialfis there is big demand for having this inside XGBoost.

Hi @hcho3, 1) XGBoost would benefit from having reliable uncertainty quantification framework that provides guarantees of calibration. 2) conformal prediction is easy to implement. 3) Having conformal prediction inside XGBoost...

Conformal Predictive Distributions estimate full conditional density one can find tutorials and more materials here https://github.com/valeman/awesome-conformal-prediction https://proceedings.mlr.press/v91/vovk18a.html https://www.youtube.com/watch?v=FUi5jklGvvo&t=3s Crepes library in Python based on Conformal Predictive Distributions builds the complete...

Коллеги это все весьма старые методы которые не работают и выдают смещённые прогнозы и не имеют никаких вероятностных гарантий. сейчас номер один метод для прогнозирования неопределенности это конформные предсказания. Уже...

https://github.com/valeman/awesome-conformal-prediction Conformal Prediction is #1 uncertainty quantification method in 2021, it has been implemented in several libraries including MAPIE.

That’s great thank you @jwmueller for sharing link to the example. Kudos to @taesup-aws i will including conformal powered auto gluon to software links for Amazing Conformal Prediction