Coverage validity not verified in MapieRegressor when producing infinite intervals

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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Coverage validity not verified in MapieRegressor when producing infinite intervals #462

Closed thibaultcordier closed 3 weeks ago

thibaultcordier commented 3 weeks ago

Describe the bug In MapieRegressor, the quantile calculation does not allow us to check the coverage validity when producing infinite intervals.

To Reproduce See #452.

Expected behavior Decoupling infinite interval production and quantile calculation (not interference).

Additional context See #452.