Package: ConformalSmallest 1.0

Yachong Yang

ConformalSmallest: Efficient Tuning-Free Conformal Prediction

An implementation of efficiency first conformal prediction (EFCP) and validity first conformal prediction (VFCP) that demonstrates both validity (coverage guarantee) and efficiency (width guarantee). To learn how to use it, check the vignettes for a quick tutorial. The package is based on the work by Yang Y., Kuchibhotla A.,(2021) <arxiv:2104.13871>.

Authors:Yachong Yang [aut, cre]

ConformalSmallest_1.0.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
ConformalSmallest/json (API)

# Install 'ConformalSmallest' in R:
install.packages('ConformalSmallest', repos = c('https://elsa-yang98.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/elsa-yang98/conformalsmallest/issues

Datasets:
  • pois_n400_reps100 - Outcomes of an example for tuning-free conformalized quantile regression(CQR).
  • ridge_linear_cov100_t3 - Outcomes of an example for tuning-free conformal prediction with ridge regression.
  • ridge_linear_cov100_t5 - Outcomes of an example for tuning-free conformal prediction with ridge regression.
  • ridge_linear_len100_t3 - Outcomes of an example for tuning-free conformal prediction with ridge regression.
  • ridge_linear_len100_t5 - Outcomes of an example for tuning-free conformal prediction with ridge regression.

On CRAN:

Conda:

4.30 score 2 stars 7 scripts 408 downloads 13 exports 14 dependencies

Last updated from:a5b85b75e2. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develNOTE119
source / vignettesOK176
linux-releaseNOTE107
macos-releaseNOTE184
macos-oldrelNOTE174
windows-develNOTE84
windows-releaseNOTE58
windows-oldrelNOTE72
wasm-releaseOK88

Exports:conf_CQR_conditionalconf_CQR_regconf_CQR_reg_conditionalcv.funefcp_cqrefcp_ridgeefcp.funginverse.funnaive.funstar.funvfcp_cqrvfcp_ridgevfcp.fun

Dependencies:codetoolsforeachglmnetiteratorslatticeMASSMatrixmvtnormquantregForestrandomForestRcppRcppEigenshapesurvival

Example_tuning_free_CQR
This example illustrates the use of EFCP and VFCP in quantile regression and compares the choice of some tuning parameters by these two algorithms. It also includes the comparison of these two methods with the vanilla CQR method. | We first illustrate the scenario through one run. | Multiple runs | Conditional coverage and width
Rendered fromExample-tuning_free_CQR.Rmdusingknitr::rmarkdown

Last update: 2021-08-10
Started: 2021-08-10

Example_tuning_free_ridge_regression
Linear setting | Nonlinear setting
Rendered fromExample-tuning_free_ridge_regression.Rmdusingknitr::rmarkdown

Last update: 2021-08-10
Started: 2021-08-10

Readme and manuals

Help Manual

Help pageTopics
Blog datablog
Concrete dataconcrete
Conditional width and coverage for CQR, internal function used inside conf_CQR_conditionalconf_CQR
Conditional width and coverage for CQRconf_CQR_conditional
preliminary function for CQRconf_CQR_prelim
EFCP and VFCP for CQR, CQR-m, CQR-rconf_CQR_reg
Conditional width and coverage for EFCP, VFCP between CQR, CQR-m, CQR-rconf_CQR_reg_conditional
Cross validation conformal prediction for ridge regressioncv.fun
Efficiency first conformal prediction for Conformal Quantile Regressionefcp_cqr
Efficiency first conformal prediction for ridge regressionefcp_ridge
Efficiency first conformal prediction for ridge regressionefcp.fun
Conformal prediction for linear regressionginverse.fun
Internal function used for ginverse.funginverselm.funs
Kernel datakernel
Internal function used for ginverse.funmy.ginverselm.funs
Conformal prediction for linear regressionnaive.fun
News datanews
Outcomes of an example for tuning-free conformalized quantile regression(CQR).pois_n400_reps100
Protein dataprotein
Outcomes of an example for tuning-free conformal prediction with ridge regression.ridge_linear_cov100_t3
Outcomes of an example for tuning-free conformal prediction with ridge regression.ridge_linear_cov100_t5
Outcomes of an example for tuning-free conformal prediction with ridge regression.ridge_linear_len100_t3
Outcomes of an example for tuning-free conformal prediction with ridge regression.ridge_linear_len100_t5
Conformal prediction for ridge regression, tuning parameter by minimizing the mean of the residualsstar.fun
Superconduct datasuperconduct
Validity first conformal prediction for Conformal Quantile Regressionvfcp_cqr
Validity first conformal prediction for ridge regressionvfcp_ridge
Validity first conformal prediction for ridge regressionvfcp.fun