Add scientific references for regression conformity scores (#742)

Author: FaustinPulveric

HISTORY.rst

@@ -5,6 +5,7 @@ History
 1.x.x (2025-xx-xx)
 ------------------
 
+* Add scientific references for regression conformity scores
 * Fix double inference when using `predict_set` function in split conformal classification
 * Add FAQ entry in the documentation about ongoing works to extend MAPIE for LLM control
 * MAPIE now supports Python versions up to the latest release (currently 3.13)

doc/theoretical_description_conformity_scores.rst

@@ -34,7 +34,7 @@ and the other on the left side.
 1. The absolute residual score
 ------------------------------
 
-The absolute residual score (:class:`mapie.conformity_scores.AbsoluteConformityScore`)
+The absolute residual score [1] (:class:`mapie.conformity_scores.AbsoluteConformityScore`)
 is the simplest and most commonly used conformal score, it translates the error
 of the model : in regression, it is called the residual.
 
@@ -117,10 +117,10 @@ Key takeaways
 References
 ----------
 
-[1] Lei, J., G'Sell, M., Rinaldo, A., Tibshirani, R. J., & Wasserman, L. (2018). Distribution-Free 
+[1] Lei, J., G'Sell, M., Rinaldo, A., Tibshirani, R. J. & Wasserman, L. (2018). Distribution-Free
 Predictive Inference for Regression. Journal of the American Statistical Association, 113(523), 1094–1111. 
 Available from https://doi.org/10.1080/01621459.2017.1307116
 
-[2] Cordier, T., Blot, V., Lacombe, L., Morzadec, T., Capitaine, A. & Brunel, N.. (2023).
+[2] Cordier, T., Blot, V., Lacombe, L., Morzadec, T., Capitaine, A. & Brunel, N. (2023).
 Flexible and Systematic Uncertainty Estimation with Conformal Prediction via the MAPIE library.
 Available from https://proceedings.mlr.press/v204/cordier23a.html.

mapie/conformity_scores/bounds/absolute.py

@@ -13,6 +13,12 @@ class AbsoluteConformityScore(BaseRegressionScore):
 
     This is appropriate when the confidence interval is symmetrical and
     its range is approximatively the same over the range of predicted values.
+
+    References
+    ----------
+    [1] Lei, J., G'Sell, M., Rinaldo, A., Tibshirani, R. J. & Wasserman, L..
+    "Distribution-Free Predictive Inference for Regression."
+    Journal of the American Statistical Association 2018.
     """
 
     def __init__(

mapie/conformity_scores/bounds/gamma.py

@@ -14,6 +14,13 @@ class GammaConformityScore(BaseRegressionScore):
     This is appropriate when the confidence interval is not symmetrical and
     its range depends on the predicted values. Like the Gamma distribution,
     its support is limited to strictly positive reals.
+
+    References
+    ----------
+    [1] Cordier, T., Blot, V., Lacombe, L., Morzadec, T., Capitaine, A. & Brunel, N..
+    "Flexible and Systematic Uncertainty Estimation with Conformal Prediction via the
+    MAPIE library."
+    Proceedings of Machine Learning Research 2023.
     """
 
     def __init__(

mapie/conformity_scores/bounds/residuals.py

@@ -30,6 +30,12 @@ class ResidualNormalisedScore(BaseRegressionScore):
     Warning : if the estimator provided is not fitted a subset of the
     calibration data will be used to fit the model (20% by default).
 
+    References
+    ----------
+    [1] Lei, J., G'Sell, M., Rinaldo, A., Tibshirani, R. J. & Wasserman, L..
+    "Distribution-Free Predictive Inference for Regression."
+    Journal of the American Statistical Association 2018.
+
     Parameters
     ----------
     residual_estimator: Optional[RegressorMixin]