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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
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Move to adjusted quantile #67

Closed pat-alt closed 1 year ago

pat-alt commented 1 year ago

Use 

q_level = ceil((n+1)*(cov))/n
q̂ = StatsBase.quantile(v, q_level)
pat-alt commented 1 year ago

No, see previous discussion