Closed thibaultcordier closed 9 months ago
This PR also tidies things up a bit: the tests specific to CQR have been moved to the dedicated file (from test_utils.py
to test_quantile_regression.py
).
All modified and coverable lines are covered by tests :white_check_mark:
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Description
Split-CP is only available with
"split"
keyword orShuffleSplit
class of scikit-learn.This PR proposes to use more compatible split
BaseCrossValidator
/BaseShuffleSplit
.In practice, we need to use the predictions aggregation for cross-CPs and not for split-CPs. All you need to do is find out the number of splits using the
get_n_splits
method to know whether it's a split or a cross.Fixes #385
Type of change
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
check_no_agg_cv
MapieRegressor
Checklist
make lint
make type-check
make tests
make coverage
make doc