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.. _sphx_glr_examples_regression:

.. _regression_examples:

All regression examples
========================

Following is a collection of notebooks demonstrating how to use MAPIE.

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.. _sphx_glr_examples_regression_1-quickstart:

.. _regression_examples_1:

1. Quickstart
----------------------

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


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    <div class="sphx-glr-thumbcontainer" tooltip="Use MAPIE to plot prediction intervals">

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 .. figure:: /examples_regression/1-quickstart/images/thumb/sphx_glr_plot_toy_model_thumb.png
     :alt: Use MAPIE to plot prediction intervals

     :ref:`sphx_glr_examples_regression_1-quickstart_plot_toy_model.py`

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   /examples_regression/1-quickstart/plot_toy_model

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    <div class="sphx-glr-thumbcontainer" tooltip=" This example uses CrossConformalRegressor to estimate prediction intervals associated with Gam...">

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 .. figure:: /examples_regression/1-quickstart/images/thumb/sphx_glr_plot_compare_conformity_scores_thumb.png
     :alt: Use MAPIE on data with gamma distribution

     :ref:`sphx_glr_examples_regression_1-quickstart_plot_compare_conformity_scores.py`

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   /examples_regression/1-quickstart/plot_compare_conformity_scores

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    <div class="sphx-glr-thumbcontainer" tooltip=" SplitConformalRegressor and ConformalizedQuantileRegressor are used to conformalize uncertaint...">

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 .. figure:: /examples_regression/1-quickstart/images/thumb/sphx_glr_plot_prefit_thumb.png
     :alt: Use MAPIE with a pre-trained model

     :ref:`sphx_glr_examples_regression_1-quickstart_plot_prefit.py`

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   /examples_regression/1-quickstart/plot_prefit

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    <div class="sphx-glr-thumbcontainer" tooltip=" CrossConformalRegressor, JackknifeAfterBootstrapRegressor, ConformalizedQuantileRegressor are ...">

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 .. figure:: /examples_regression/1-quickstart/images/thumb/sphx_glr_plot_heteroscedastic_1d_data_thumb.png
     :alt: Use MAPIE on data with uneven uncertainty

     :ref:`sphx_glr_examples_regression_1-quickstart_plot_heteroscedastic_1d_data.py`

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   /examples_regression/1-quickstart/plot_heteroscedastic_1d_data

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    <div class="sphx-glr-thumbcontainer" tooltip=" We show here how to use various MAPIE methods on data with homoscedastic data.">

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 .. figure:: /examples_regression/1-quickstart/images/thumb/sphx_glr_plot_homoscedastic_1d_data_thumb.png
     :alt: Use MAPIE on data with constant uncertainty

     :ref:`sphx_glr_examples_regression_1-quickstart_plot_homoscedastic_1d_data.py`

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   /examples_regression/1-quickstart/plot_homoscedastic_1d_data

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    <div class="sphx-glr-thumbcontainer" tooltip="Note: in this tutorial, we use the following terms employed in the scientific literature:">

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 .. figure:: /examples_regression/1-quickstart/images/thumb/sphx_glr_plot_ts-tutorial_thumb.png
     :alt: Tutorial for time series

     :ref:`sphx_glr_examples_regression_1-quickstart_plot_ts-tutorial.py`

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   /examples_regression/1-quickstart/plot_ts-tutorial
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.. _sphx_glr_examples_regression_2-advanced-analysis:

.. _regression_examples_2:

-----

2. Advanced analysis
--------------------

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


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    <div class="sphx-glr-thumbcontainer" tooltip="Conformal Predictive Distribution with MAPIE">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_conformal_predictive_distribution_thumb.png
     :alt: Conformal Predictive Distribution with MAPIE

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_conformal_predictive_distribution.py`

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   /examples_regression/2-advanced-analysis/plot_conformal_predictive_distribution

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    <div class="sphx-glr-thumbcontainer" tooltip=" An example plot of ConformalizedQuantileRegressor illustrating the impact of the symmetric_cor...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_cqr_symmetry_difference_thumb.png
     :alt: The symmetric_correction parameter of ConformalizedQuantileRegressor

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_cqr_symmetry_difference.py`

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   /examples_regression/2-advanced-analysis/plot_cqr_symmetry_difference

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    <div class="sphx-glr-thumbcontainer" tooltip=" This example compares non-nested and nested cross-validation strategies when using CrossConfor...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_nested-cv_thumb.png
     :alt: Hyperparameters tuning with CrossConformalRegressor

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_nested-cv.py`

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   /examples_regression/2-advanced-analysis/plot_nested-cv

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    <div class="sphx-glr-thumbcontainer" tooltip="Note: in this example, we use the following terms employed in the scientific literature:">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_timeseries_enbpi_thumb.png
     :alt: Time series: example of the EnbPI technique

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_timeseries_enbpi.py`

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   /examples_regression/2-advanced-analysis/plot_timeseries_enbpi

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    <div class="sphx-glr-thumbcontainer" tooltip=" This example uses CrossConformalRegressor, ConformalizedQuantileRegressor and JackknifeAfterBo...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_both_uncertainties_thumb.png
     :alt: Estimating aleatoric and epistemic uncertainties

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_both_uncertainties.py`

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   /examples_regression/2-advanced-analysis/plot_both_uncertainties

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    <div class="sphx-glr-thumbcontainer" tooltip=" This example uses CrossConformalRegressor, ConformalizedQuantileRegressor and JackknifeAfterBo...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot-coverage-width-based-criterion_thumb.png
     :alt: Focus on intervals width

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot-coverage-width-based-criterion.py`

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   /examples_regression/2-advanced-analysis/plot-coverage-width-based-criterion

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    <div class="sphx-glr-thumbcontainer" tooltip=" We will use the sklearn california housing dataset to understand how the residual normalised s...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_ResidualNormalisedScore_tutorial_thumb.png
     :alt: Focus on residual normalised score

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_ResidualNormalisedScore_tutorial.py`

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   /examples_regression/2-advanced-analysis/plot_ResidualNormalisedScore_tutorial

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    <div class="sphx-glr-thumbcontainer" tooltip=" This example uses SplitConformalRegressor, JackknifeAfterBootstrapRegressor, with conformal sc...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_conditional_coverage_thumb.png
     :alt: Focus on local (or "conditional") coverage

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_conditional_coverage.py`

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   /examples_regression/2-advanced-analysis/plot_conditional_coverage

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    <div class="sphx-glr-thumbcontainer" tooltip=" We will use the sklearn california housing dataset as the base for the comparison of the diffe...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_cqr_tutorial_thumb.png
     :alt: ConformalizedQuantileRegressor on gamma distributed data

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_cqr_tutorial.py`

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   /examples_regression/2-advanced-analysis/plot_cqr_tutorial

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    <div class="sphx-glr-thumbcontainer" tooltip=" This example verifies that conformal claims are valid in the MAPIE package when using the CP p...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_coverage_validity_thumb.png
     :alt: Coverage validity of MAPIE for regression tasks

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_coverage_validity.py`

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   /examples_regression/2-advanced-analysis/plot_coverage_validity

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    <div class="sphx-glr-thumbcontainer" tooltip=" In this tutorial, we compare the prediction intervals estimated by MAPIE on a simple, one-dime...">

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 .. figure:: /examples_regression/2-advanced-analysis/images/thumb/sphx_glr_plot_main-tutorial-regression_thumb.png
     :alt: Comparison between conformalized quantile regressor and cross methods

     :ref:`sphx_glr_examples_regression_2-advanced-analysis_plot_main-tutorial-regression.py`

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   /examples_regression/2-advanced-analysis/plot_main-tutorial-regression
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.. _sphx_glr_examples_regression_3-scientific-articles:

.. _regression_examples_3:

-----

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.


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    <div class="sphx-glr-thumbcontainer" tooltip=" CrossConformalRegressor is used to investigate the coverage level and the prediction interval ...">

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 .. figure:: /examples_regression/3-scientific-articles/images/thumb/sphx_glr_plot_barber2020_simulations_thumb.png
     :alt: Predictive inference with the jackknife+, Foygel-Barber et al. (2020)

     :ref:`sphx_glr_examples_regression_3-scientific-articles_plot_barber2020_simulations.py`

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   /examples_regression/3-scientific-articles/plot_barber2020_simulations

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    <div class="sphx-glr-thumbcontainer" tooltip="Note: in this example, we use the following terms employed in the scientific literature:">

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 .. figure:: /examples_regression/3-scientific-articles/images/thumb/sphx_glr_plot_zaffran2022_comparison_thumb.png
     :alt: Adaptive conformal predictions for time series, Zaffran et al. (2022)

     :ref:`sphx_glr_examples_regression_3-scientific-articles_plot_zaffran2022_comparison.py`

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    </div>


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   /examples_regression/3-scientific-articles/plot_zaffran2022_comparison

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    <div class="sphx-glr-thumbcontainer" tooltip=" JackknifeAfterBootstrapRegressor and CrossConformalRegressor are used to reproduce the simulat...">

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 .. figure:: /examples_regression/3-scientific-articles/images/thumb/sphx_glr_plot_kim2020_simulations_thumb.png
     :alt: Predictive inference is free with the Jackknife+-after-Bootstrap, Kim et al. (2020)

     :ref:`sphx_glr_examples_regression_3-scientific-articles_plot_kim2020_simulations.py`

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   /examples_regression/3-scientific-articles/plot_kim2020_simulations
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.. _sphx_glr_examples_regression_4-other-notebooks:

.. _regression_examples_5:

-----

4. Other notebooks
--------------------------------------------

This section lists a series of 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 <https://github.com/scikit-learn-contrib/MAPIE/tree/master/notebooks/regression/ts-changepoint.ipynb>`_



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    :download:`Download all examples in Python source code: examples_regression_python.zip </examples_regression/examples_regression_python.zip>`



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    :download:`Download all examples in Jupyter notebooks: examples_regression_jupyter.zip </examples_regression/examples_regression_jupyter.zip>`


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