Update deel.puncc.calibration.BaseCalibrator for multivariate regression:
Add a method name_placeholder that returns the $\mathbf{x}$-th quantile of already computed nonconformity scores.
Add a correction function (callable) as an argument in the calibrate method. By default, use Bonferroni.
The methods fit and calibrate shoud be compatible with multivariate prediction. Specifically, calibrate should be allowed to run with a vector of alphas
The CvPlusCalibrator should support multivariate prediction
Make sure backward compatibility is respected: univariate prediction should be a special case.
Update
deel.puncc.calibration.BaseCalibratorfor multivariate regression:Add a method
name_placeholderthat returns the $\mathbf{x}$-th quantile of already computed nonconformity scores.Add a correction function (callable) as an argument in the
calibratemethod. By default, use Bonferroni.The methods
fitandcalibrateshoud be compatible with multivariate prediction. Specifically,calibrateshould be allowed to run with a vector of alphasThe
CvPlusCalibratorshould support multivariate predictionMake sure backward compatibility is respected: univariate prediction should be a special case.