feat: add conformal quantile prediction - Githubissues

lsorber / neo-ls-svm

Neo LS-SVM is a modern Least-Squares Support Vector Machine implementation

MIT License

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feat: add conformal quantile prediction #25

Closed lsorber closed 6 months ago

lsorber commented 6 months ago

Changes:

Add conformally calibrated coherent quantile prediction.
Expose Bayesian estimate of predictive standard deviation.
Add pandas support.