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ryantibs / conformal

Tools for conformal inference in regression
GNU General Public License v2.0
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Using model on different data. #4

Open andrewczgithub opened 5 years ago

andrewczgithub commented 5 years ago

Hi @ryantibs I'm trying to use the model on a different data set. It's multivariate regression problem. A matrix X to predict a y value. A highly nonlinear function. What would be the best strategy using the package?

Many thanks in advance for your assistance. Best, Andrew

matteo-fontana commented 4 years ago

Hi andrew. I see two possible courses of action: Either you manage to include the nonlinear transformation of the column of your X in a elastic net regression, or you try to render the train and predict methods of your predictive framework of choice compatible with ConformalInference.