Preliminary code for Weighted Conformal Prediction.
Main changes anticipated: Supported for Weighted Conformal Prediciton for both Classification and Regression.
Reference papers:
Conformal Prediction under Covariate shift: https://arxiv.org/abs/1904.06019
Locally Valid and Discriminative Prediction Intervals for Deep Learning Models: https://arxiv.org/abs/2106.00225
CoDrug: Conformal Drug Property Prediction and Density Estimation under Covariate Shift.
Current status of the PR:
includes a base class for general Weighted CP.
includes functionality for weighted CP using KDE, as suggested by CoDrug.
Includes support for multi-class classification with an example
Preliminary code for Weighted Conformal Prediction.
Main changes anticipated: Supported for Weighted Conformal Prediciton for both Classification and Regression. Reference papers:
Conformal Prediction under Covariate shift: https://arxiv.org/abs/1904.06019 Locally Valid and Discriminative Prediction Intervals for Deep Learning Models: https://arxiv.org/abs/2106.00225 CoDrug: Conformal Drug Property Prediction and Density Estimation under Covariate Shift.
Current status of the PR:
Anticipated changes: