Conformal
Artificial Intelligence
Dynamic Conformal Intervals for any Time Series Model Naive Conformal Interval Backtested Conformal Interval Conclusion
Apply and dynamically expand an interval using backtestingWe will feel higher about reporting these than the errors from only one test set.Thanks for following along! In case you like this content, it could mean...
Artificial Intelligence
Conformal prediction for regression The information The workflow Data processing Training and calibration Conformal prediction Predictions quality estimation Optimizing normalization sensitivity parameter beta Optimizing error rate “Easy” approach Conclusion References
I also prepared the “easy” implementation of conformal prediction for regression. As within the previous post the simplicity means going without loops for training multiple models and obtaining multiple calibration tables. Also there isn't...
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