Distribution-free calibration guarantees for histogram binning without sample splitting

1 code implementation • 10 May 2021 • Chirag Gupta, Aaditya K. Ramdas

We prove calibration guarantees for the popular histogram binning (also called uniform-mass binning) method of Zadrozny and Elkan [2001].

Nested conformal prediction and quantile out-of-bag ensemble methods

1 code implementation • 23 Oct 2019 • Chirag Gupta, Arun K. Kuchibhotla, Aaditya K. Ramdas

Conformal prediction is a popular tool for providing valid prediction sets for classification and regression problems, without relying on any distributional assumptions on the data.

Conformal Prediction Density Estimation +2