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JuliaTrustworthyAI / ConformalPrediction.jl

Predictive Uncertainty Quantification through Conformal Prediction for Machine Learning models trained in MLJ.
https://www.taija.org/ConformalPrediction.jl/
MIT License
137 stars 12 forks source link

Add jackknife+ and jackknife_minmax after bootstrap #35

Closed pat-alt closed 1 year ago

pat-alt commented 1 year ago

Should be an easy extension of existing methods. See here for theoretical description.

cc @azev77 @MojiFarmanbar perhaps of interest to one of you, no pressure though!