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Various Conformal Prediction methods implemented from scratch in pure NumPy for an educational purpose.
Hi,
I rly enjoyed your repo, especially the locally weighted conformal regression example.
I am wondering if you plan on adding additional CP methods in the future for example CQR or I am super interested in ACI, adaptive conformal inference.
(Example here: https://github.com/ml-stat-Sustech/TorchCP/blob/master/examples/time_series.py)
Thanks and have a great holiday. : )
Hi! Thanks for the awesome repo for CP, the NBs even run in Juno on my iPad (MAPIE runs too, but great stuff anyways).
I was experimenting with the NBs and found the following line of code in the CQR-NB keeps failing:
cal_coverage = compute_coverage(y_cal, cal_prediction_bands[:,:,0])
cal_prediction_bands is not defined at this stage.
Not sure, what you were about to accomplish here, surely you can clarify and commit a fix.
Thanks,
Jürgen
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