scikit-learn-contrib/MAPIE

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MAPIE - Model Agnostic Prediction Interval Estimator MAPIE is an open-source Python library for quantifying uncertainties and controlling the risks of machine learning models. It is a scikit-learn-contrib project that allows you to: Easily compute conformal prediction intervals (or prediction sets) with controlled (or guaranteed) marginal coverage rate for regression [3,4,8], classification (binary and multi-class) [5-7] and time series [9]. Easily control risks of more complex tasks such as multi-label...