Allow `MapieTimeSeriesRegressor` to use any `ConformityScore`

scikit-learn-contrib / MAPIE

A scikit-learn-compatible module to estimate prediction intervals and control risks based on conformal predictions.

https://mapie.readthedocs.io/en/latest/

BSD 3-Clause "New" or "Revised" License

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Allow `MapieTimeSeriesRegressor` to use any `ConformityScore` #382

Closed thibaultcordier closed 9 months ago

thibaultcordier commented 9 months ago

Is your feature request related to a problem? Please describe. In the MAPIE code, the MapieTimeSeriesRegressor class hardcodes the absolute conformity score.

Describe the solution you'd like Propose the integration of any conformity score into the MapieTimeSeriesRegressor class as has been done in MapieRegressor.