Conformal Bayes through 'add-one-in' importance sampling

JuliaTrustworthyAI / ConformalPrediction.jl

Predictive Uncertainty Quantification through Conformal Prediction for Machine Learning models trained in MLJ.

MIT License

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Open pat-alt opened 6 months ago

pat-alt commented 6 months ago

Implement method proposed in this paper. See also this R package for reference: https://github.com/CoryMcCartan/conformalbayes.