An implementation of Self-Calibrating Conformal Prediction, accepted to Neurips 2024. SC-CP combines Venn-Abers calibration and conformal prediction to deliver calibrated point predictions alongside prediction intervals with finite-sample validity conditional on these predictions.
calibration uncertainty-quantification conformal-prediction prediction-intervals venn-abers isotonic-calibration predictive-inference
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Updated
Nov 3, 2024 - Jupyter Notebook