Invalidity check on alpha w.r.t the calibration dataset.

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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Invalidity check on alpha w.r.t the calibration dataset. #30

Closed M-Mouhcine closed 9 months ago

M-Mouhcine commented 9 months ago

Removed the invalidity check on alpha w.r.t the calibration dataset when running weighted conformal regression. In case the number of calibration data points is low w.r.t the significance level, the returned prediction intervals are infinite.