Regression examples

1. Quickstart examples

The following examples present the main functionalities of MAPIE through basic quickstart regression problems.

Plotting MAPIE prediction intervals with a toy dataset

Estimating prediction intervals of time series forecast

Estimating prediction intervals of Gamma distributed target

Example use of the prefit parameter with neural networks and LGBM Regressor

Estimate the prediction intervals of 1D homoscedastic data

Estimate the prediction intervals of 1D heteroscedastic data

2. Advanced analysis

The following examples use MAPIE for discussing more complex MAPIE problems.

Make Conformal Predictive Distribution with MAPIE

Nested cross-validation for estimating prediction intervals

Estimating aleatoric and epistemic uncertainties

Estimating coverage width based criterion

Estimating prediction intervals of time series forecast with EnbPI

Estimating conditional coverage

3. Simulations from scientific articles

The following examples reproduce the simulations from the scientific articles that introduce the methods implemented in MAPIE for regression settings.

Reproducing the simulations from Foygel-Barber et al. (2020)

Reproduction of part of the paper experiments of Zaffran et al. (2022)

Reproducing the simulations from Kim et al. (2020)

4. Tutorials

The following examples present pedagogical tutorials explaining how to use MAPIE on different regression taks.

Tutorial for residual normalised score

Tutorial for conformalized quantile regression (CQR)

Tutorial for time series

Tutorial for tabular regression