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feat: add conformal quantile prediction #25

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merged 2 commits into from
Apr 1, 2024
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@lsorber lsorber commented Apr 1, 2024

Changes:

  • Add conformally calibrated coherent quantile prediction.
  • Expose Bayesian estimate of predictive standard deviation.
  • Add pandas support.

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@lsorber lsorber self-assigned this Apr 1, 2024
@lsorber lsorber merged commit 334e625 into main Apr 1, 2024
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@lsorber lsorber deleted the ls-quantile-prediction branch April 1, 2024 18:45
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