Closed thibaultcordier closed 6 months ago
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Note: after this PR, we should open an issue to remove MapieRegressor
warning when using this strategy and add an example of how to use this feature.
This PR proposes solution for issue #389.
Description
In the MAPIE code, only the
predict
method ofMapieTimeSeriesRegressor
class can useoptimize_beta
to optimize the bounds of the prediction interval.Propose the integration of the same feature into the MapieRegressor class (deleguate this feature in
ConformityScore
class). Merge the twopredict
methods to create a single method for easier maintenance.Fixes #384 Fixes #389
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
optimize_beta
inMapieTimeSeriesRegressor
Checklist
make lint
make type-check
make tests
make coverage
make doc