Mondrian: how to use prior knowledge on groups when measuring uncertainty?

• Tutorial: how to ensure fairness across groups with Mondrian
  • 1. Create the noisy dataset
  • 2. Split the dataset into a training set, a conformalization set, and a test set
  • 3. Fit a random forest regressor on the training set
  • 4. Build the classical conformal prediction intervals
  • 5. Build the Mondrian conformal prediction intervals
  • 6. Compare the coverage by partition, plot both methods side by side
• Theoretical Description
  • References