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>.
Last updated 3 years ago
4.00 score 1 stars 5 scripts 156 downloads