valeman

Use Conformal Prediction

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**Is your feature request related to a problem? Please describe.** Conformal Prediction is a powerful uncertainty quantification framework that can benefit multiple stages of Twitter algorithm **Describe the solution you'd...

Features request - Conformal Prediction

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Problem: CatBoost is a great library, but it currently lacks reliable modern uncertainty quantification that is rather easy to implement using conformal prediction. https://github.com/valeman/awesome-conformal-prediction Feature request - add conformal prediction...

## Summary This proposal requests the addition of Conformal Prediction methods to LightGBM for both regression and classification tasks. Conformal Prediction provides a layer of uncertainty quantification to predictions, which...

Features request - Conformal Prediction

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Problem: XGBoost is a great library, but it currently lacks reliable modern uncertainty quantification that is rather easy to implement using conformal prediction. https://github.com/valeman/awesome-conformal-prediction Feature request - add conformal prediction...

Does MAPIE Regressor support categorical variables?

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MAPIE Regressor with CatBoost with categorical variables works fine, however when using LightGBM it seems to return error ' ValueError: could not convert string to float: 'class 1'

Conformal Prediction in NeuralForecast

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### Description It would be great to have Conformal Prediction in NeuralForecast, similar to statsforecast and mlforecast. ### Use case _No response_

Hinge loss does not seem to work unless y_cal is re-indexed from zero. alphas_cal = hinge(model.predict_proba(X_cal), model.classes_, y_cal) KeyError: 0 The above exception was the direct cause of the following...

Does this implementation accept multiple hidden layers?

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I was wondering if this implementation allowed for multiple hidden layers that is key in getting good performance.

EnbPI in MAPIE

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What classes of estimators does EnbPI in MAPIE works with? The tutorial mentions RandomForest, the EnbPI model as such as published in paper is not limited to bagging estimators and...