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ValidPredictionIntervals

Contains the code to run the different models considered in the paper "Valid prediction intervals for regression problems" (https://arxiv.org/abs/2107.00363)

In the future, further support for conditional conformal prediction might be added. Currently some functionality is already present, but this is not complete.

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Contains the code to run the different models considered in the paper "Valid prediction intervals for regression problems"

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  • Python 96.0%
  • Jupyter Notebook 4.0%