scikit-learn-contrib / MAPIE

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

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

1.27k stars 102 forks source link

Description

Propose the integration of any conformity score into the MapieTimeSeriesRegressor class as has been done in MapieRegressor.

Fixes #382

Type of change

Breaking change (fix or feature that would cause existing functionality to not work as expected)

How Has This Been Tested?

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration

[x] Test that all existing MapieTimeSeriesRegressor works

Checklist

[x] I have read the contributing guidelines
[x] I have updated the HISTORY.rst and AUTHORS.rst files
[x] Linting passes successfully : make lint
[x] Typing passes successfully : make type-check
[x] Unit tests pass successfully : make tests
[x] Coverage is 100% : make coverage
[x] Documentation builds successfully : make doc

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (614293e) 100.00% compared to head (32bb0b7) 100.00%. Report is 17 commits behind head on master.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## master #383 +/- ## ========================================== Coverage 100.00% 100.00% ========================================== Files 39 39 Lines 4616 4624 +8 Branches 487 757 +270 ========================================== + Hits 4616 4624 +8 ```