Conformal splitconformal - CyrilB1531/lodestar GitHub Wiki

Development build. This page describes main, not a released package. The latest published Lodestar.Conformal is 0.1.0 — read its documentation.

HomeConformalSplit conformal prediction

SplitConformal

An interval instead of a point, a set instead of a class — and a coverage guarantee attached to each. Static, stateless, and it never sees your model.

Members

Member What it does
SplitConformal.Quantile The calibrated quantile: the k-th smallest calibration score.
ConformalQuantileRule Which order statistic Quantile reads: the ceiling rank, or MAPIE's classification quantile.
SplitConformal.AbsoluteResiduals A regressor's calibration scores, |y − ŷ|.
SplitConformal.Interval [ŷ − q, ŷ + q] around a point prediction.
SplitConformal.NormalisedResiduals A regressor's scores divided by a predicted residual, |y − ŷ| / r̂.
SplitConformal.NormalisedInterval [ŷ − q·r̂, ŷ + q·r̂], whose width varies with the input.
SplitConformal.LeastAmbiguousScores A classifier's LAC calibration scores, 1 − p̂(true class).
SplitConformal.PredictionSet Every class whose probability clears 1 − q. Possibly none.