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crepes-weighted

crepes-weighted is an extension of crepes, a Python package that implements conformal classifiers, regressors, and predictive systems on top of any standard classifier and regressor. crepes-weighted extends crepes by adding support for weighted conformal prediction and predictive systems, in the future this could potentially be merged into the main crepes package.

Citing crepes-weighted

If you use crepes-weighted for a scientific publication, you are kindly requested to cite the following paper:

@misc{jonkers2024conformal,
      title={Conformal Predictive Systems Under Covariate Shift},
      author={Jef Jonkers and Glenn Van Wallendael and Luc Duchateau and Sofie Van Hoecke},
      year={2024},
      eprint={2404.15018},
      archivePrefix={arXiv},
      primaryClass={cs.LG}
}

The preprint version of the paper can be found at https://arxiv.org/abs/2404.15018.

License

This project is licensed under the BSD 3-Clause License - see the LICENSE file for details.


👤 Jef Jonkers

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Extension of crepes package, to enable weighted conformal prediction and conformal predictive systems that can handle covariate shifts.

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