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deel-ai / puncc

👋 Puncc is a python library for predictive uncertainty quantification using conformal prediction.
https://deel-ai.github.io/puncc/
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[Bug]: - Conflict between alpha_calib_check and weighted CP #21

Closed jdalch closed 1 year ago

jdalch commented 1 year ago

Module

Calibration (API)

Contact Details

dalmau.joseba@gmail.com

Current Behavior

The function alpha_calib_check is only designed to work for the usual CP, where all weights are equal, it should be adapted to the case of the weighted CP.

Expected Behavior

Easy solution: call alpha_calib_check only in the case of usual CP, and allow for returning infinity as a quantile in the case of weighted CP. Better solution: modify alpha_calib_check to take into account the weighted version of CP.

Version

v0.9

Environment

- OS:
- Python version: 
- Packages used version:

Relevant log output

No response

To Reproduce

There is nothing to reproduce.

M-Mouhcine commented 1 year ago

Let's go for the first fix to respect the original procedure proposed by the algorithm's authors.