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Conformal prediction #1171

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mverontarabeux
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Hi,
Latest update on conformal prediction implementation. A jupyter notebook is uploaded in the River folder, to show the results.

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Marc

mverontarabeux and others added 26 commits January 5, 2023 17:45
	modified:   river/conformal_predictions/base.py
	modified:   river/time_series/__init__.py
	modified:   river/time_series/evaluate.py
	modified:   river/time_series/intervals.py
	deleted:    river/conf/interval.py
	modified:   river/conf/jackknife.py
	deleted:    river/conformal_predictions/__init__.py
	deleted:    river/conformal_predictions/base.py
	modified:   river/time_series/intervals.py
	renamed:    river/conf/interval.py -> river/conf/interval_old.py
	modified:   river/conf/jackknife.py
	deleted:    river/conformal_predictions/__init__.py
	deleted:    river/conformal_predictions/base.py
	modified:   river/time_series/intervals.py
	modified:   river/conf/base.py
	modified:   river/conf/jackknife.py
	modified:   river/time_series/evaluate.py
	modified:   river/time_series/evaluate.py
	modified:   river/time_series/intervals.py
	modified:   river/time_series/evaluate.py
	modified:   river/time_series/intervals.py
	modified:   river/time_series/intervals.py
	modified:   river/conf/base.py
	new file:   river/conf/gaussian.py
	deleted:    river/conf/interval_old.py
	modified:   river/conf/jackknife.py
	modified:   river/time_series/__init__.py
	new file:   river/time_series/conf/__init__.py
	new file:   river/time_series/conf/base.py
	new file:   river/time_series/conf/gaussian.py
	new file:   river/time_series/conf/jackknife.py
	modified:   river/time_series/evaluate.py
	modified:   river/time_series/intervals.py
	modified:   river/time_series/test_cp.py
	modified:   river/conf/base.py
	modified:   river/conf/gaussian.py
	new file:   river/presentation.ipynb
	modified:   river/time_series/__init__.py
	deleted:    river/time_series/conf/__init__.py
	deleted:    river/time_series/conf/base.py
	deleted:    river/time_series/conf/gaussian.py
	deleted:    river/time_series/conf/jackknife.py
	modified:   river/time_series/evaluate.py
	modified:   river/time_series/intervals.py
	modified:   river/time_series/test_cp.py
	modified:   river/conf/gaussian.py
	modified:   river/presentation.ipynb
	modified:   river/time_series/evaluate.py
	modified:   river/presentation.ipynb
	modified:   river/time_series/__init__.py
	modified:   river/time_series/evaluate.py
	modified:   river/time_series/intervals.py
	modified:   river/presentation.ipynb
	new file:   river/time_series/AdHoeffTree_horizon.py
	modified:   river/time_series/__init__.py
	renamed:    river/time_series/evaluate.py -> river/time_series/evaluates.py
	modified:   river/time_series/test_cp.py
	new file:   river/conf/CP.py
	modified:   river/conf/__init__.py
	modified:   river/conf/base.py
	modified:   river/conf/gaussian.py
	modified:   river/presentation.ipynb
	modified:   river/time_series/AdHoeffTree_horizon.py
	modified:   river/time_series/__init__.py
	modified:   river/time_series/intervals.py
	modified:   river/conf/CP.py
	modified:   river/presentation.ipynb
	modified:   river/presentation.ipynb
	modified:   river/time_series/__init__.py
	renamed:    river/time_series/AdHoeffTree_horizon.py -> river/time_series/hoeffding_horizon.py
	modified:   river/conf/ACP.py
	modified:   river/conf/CP.py
	modified:   river/conf/base.py
	modified:   river/conf/gaussian.py
	modified:   river/conf/jackknife.py
	modified:   river/presentation.ipynb
	modified:   river/time_series/evaluates.py
	modified:   river/time_series/hoeffding_horizon.py
	modified:   river/time_series/holt_winters.py
	modified:   river/time_series/intervals.py
	deleted:    river/time_series/mzaffran_EnbPI.py
	modified:   river/time_series/test_cp.py
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	new file:   river/README_ConformalPrediction.md
@MaxHalford
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Hey there. Thanks for issuing the PR. It's quite massive, so I feel try to carve some time to review it.

@MaxHalford
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Hey there @mverontarabeux. Do you still have time to be active on this? I would be happy to integrate your work, but not in this form. I would like to bring things in incrementally, because this is too much.

@haddyadnan
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@MaxHalford
Can we bring this PR back?

@valeman
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valeman commented Jan 19, 2024

Is this still active?

@MaxHalford
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@haddyadnan what do you mean by bring back this PR? It's up to the author to work on it

@mverontarabeux
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mverontarabeux commented Jan 20, 2024 via email

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5 participants