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ml-stat-Sustech / TorchCP

A Python toolbox for conformal prediction research on deep learning models, using PyTorch.
GNU Lesser General Public License v3.0
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Conformal Prediction beyond Exchangeability #24

Open tingyushi opened 1 month ago

tingyushi commented 1 month ago

Hello,

Thank you for this helpful toolbox!

I saw that you have implemented weighted conformal predictor based on the paper "Conformal Prediction Under Covariate Shift".

However, is this the same as the non-exchangeable conformal prediction/risk control as described in the following papers?

Thanks!! Tingyu Shi

Jianguo99 commented 2 weeks ago

Dear Tingyu Shi，

Sorry for the late response. The weighted conformal prediction is not the same as non-exchangeable conformal prediction. The non-exchangeable conformal prediction proposed fixed weights, but weighted conformal prediction uses the data-dependent weights.

Please let us know if you have more questions.

Best regards, authors