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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Update ts-changepoint-notebook #487

Closed BaptisteCalot closed 2 months ago

BaptisteCalot commented 2 months ago

Description

Resolution of several issues within the Notebook ts-changepoint :

Reconstruction of the higher and lower quantiles, which were available as attributes of the MapieTimeSeriesRegressor() class in Mapie version 0.7 and were lost in version 0.8.
Addition of prediction interval calculations with adapt_conformal_inference for the aci method, modeled after what was developed in the notebook for the enbpi method

Fixes #475

Type of change

New feature (non-breaking change which adds functionality)

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

[ ] Add test_inf_values_with_warning_inf() in order to test check_array_inf with warning_inf=True

Checklist

[x] I have read the contributing guidelines
[ ] 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

LacombeLouis commented 2 months ago

Note that this test has not been needed:

[ ] Add test_inf_values_with_warning_inf() in order to test check_array_inf with warning_inf=True --> not needed and would be solved in a future PR see issue: #488.