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Merged
jhnwu3 merged 3 commits into from
Jan 21, 2026
Merged

Conformal prediction #793

jhnwu3 merged 3 commits into from
Jan 21, 2026
+621 −67

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@siddharthal
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@siddharthal siddharthal commented Jan 21, 2026

Updated Conformal Prediction methods. List of updates include:

  • Added a base conformal set predictor for vanilla conformal prediction without any correction. Includes both Inductive and Mondrian (class specific)
  • Update Covariate shift correction implementation. The new implementation supports both Codrug based calibration using KDE or allows users to provide custom weights
  • Update README to improve context and background of conformal prediction.

@siddharthal siddharthal requested a review from jhnwu3 January 21, 2026 16:41
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jhnwu3 approved these changes Jan 21, 2026
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lgtm! Thanks Siddhartha!

We may need to add some CP test cases later.

@jhnwu3 jhnwu3 merged commit c7bef09 into master Jan 21, 2026
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@siddharthal @jhnwu3