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.
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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. |