Regression Examples

Examples demonstrating conformal prediction for regression tasks with MAPIE.

Quickstart

Basic examples to get started with conformal prediction for regression.

Data with gamma distribution

Data with uneven uncertainty

Data with constant uncertainty

Use a pre-trained model

Plot prediction intervals

Tutorial for time series

Advanced Analysis

In-depth tutorials and advanced regression techniques.

Focus on intervals width

Focus on residual normalised score

Estimating aleatoric and epistemic uncertainties

Focus on local (or "conditional") coverage

Conformal Predictive Distribution

Coverage validity for regression tasks

The symmetric correction parameter in conformalized quantile regression

Conformalized quantile regression on gamma distributed data

Cross conformalized quantile regression on synthetic data

Comparative cross-conformalized quantile regression strategies

Comparison between conformalized quantile regressor and cross methods

Hyperparameters tuning with cross-conformal regression

EnbPI technique for time series

Scientific Articles

Reproductions of simulations from scientific papers.

Predictive inference with the jackknife+, Foygel-Barber et al. (2020)

Conformal Prediction Intervals for Gaussian Process Surrogates, Jaber et al. (2025)

Predictive inference is free with the Jackknife+-after-Bootstrap, Kim et al. (2020)

Adaptive conformal predictions for time series, Zaffran et al. (2022)

Other Notebooks

This section lists Jupyter notebooks hosted on the MAPIE GitHub repository that can be run on Google Colab:

• Estimating prediction intervals for time series forecast with EnbPI and ACI

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