deel-ai / puncc

👋 Puncc is a python library for predictive uncertainty quantification using conformal prediction.
https://deel-ai.github.io/puncc/
252 stars 14 forks source link

Nonconformity scores for multivariate regression #24

Open M-Mouhcine opened 10 months ago

M-Mouhcine commented 10 months ago

Add nonconfomity score and prediction set functions for conformal multivariate regression in their respective modules.

jdalch commented 8 months ago

I have added the difference score function. As for the prediction set functions, the current ones generalize properly to multivariate regression, provided that the features are contained in the last dimension of the arrays. This should be made explicit in the documentation later on.