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yromano / cqr

Conformalized Quantile Regression
https://sites.google.com/view/cqr
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data exchangeably #6

Open severous opened 1 year ago

severous commented 1 year ago

@yromano In conformal prediction, the regression algorithm must treat the data exchangeably. I want to know whether CQR must treat the data exchangeably.

yromano commented 1 year ago

Yes, it treats the points exchangeably if you follow the notebooks.

On 28 Jan 2023, at 2:47, severous @.***> wrote:

In conformal prediction, the regression algorithm must treat the data exchangeably. I want to know whether CQR must treat the data exchangeably.

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severous commented 1 year ago

Does CQR based on split conformal predictin not apply to non-exchangeable data?