1 code implementation • 15 Sep 2023 • Nicolas Dewolf, Bernard De Baets, Willem Waegeman
Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees.
1 code implementation • 1 Jul 2021 • Nicolas Dewolf, Bernard De Baets, Willem Waegeman
Over the last few decades, various methods have been proposed for estimating prediction intervals in regression settings, including Bayesian methods, ensemble methods, direct interval estimation methods and conformal prediction methods.