JuliaTrustworthyAI / ConformalPrediction.jl

Predictive Uncertainty Quantification through Conformal Prediction for Machine Learning models trained in MLJ.
https://www.taija.org/ConformalPrediction.jl/
MIT License
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Add support for conformalized scalar uncertainty estimates #36

Open pat-alt opened 1 year ago

pat-alt commented 1 year ago

Add support for conformalized scalar uncertainty estimates as outlined in Section 2.3. Related to #34 and #31 in the sense that we'd want to avoid the need for separate constructors here. Key will be to just change the uncertainty heuristic/score function, but again, not sure how easy (struggled to do this for Bayes in #31).