Add support for Conformalized Bayes

JuliaTrustworthyAI / ConformalPrediction.jl

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

MIT License

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Closed pat-alt closed 1 year ago

pat-alt commented 1 year ago

It is possible to Conformalize Bayesian predictive distributions (see section 2.4 in this tutorial).