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Merge pull request #54 from simai-ml/ci_github
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.appveyor.yml

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.github/workflows/python-publish.yml renamed to .github/workflows/publish.yml

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name: Publish Python Package to PyPi
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name: Publish to PyPi
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on:
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release:

.github/workflows/test.yml

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name: Unit tests
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on: [push, pull_request]
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jobs:
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build:
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runs-on: ${{ matrix.os }}
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strategy:
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matrix:
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include:
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- os: ubuntu-latest
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python-version: 3.7
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numpy-version: 1.18.5
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- os: ubuntu-latest
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python-version: 3.8
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numpy-version: 1.19.5
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- os: ubuntu-latest
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python-version: 3.9
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numpy-version: 1.20.3
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- os: windows-latest
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python-version: 3.7
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numpy-version: 1.18.5
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- os: windows-latest
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python-version: 3.8
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numpy-version: 1.19.5
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- os: windows-latest
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python-version: 3.9
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numpy-version: 1.20.3
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defaults:
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run:
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shell: bash -l {0}
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steps:
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- name: Git clone
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uses: actions/checkout@v2
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- name: Set up virtual environment
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uses: conda-incubator/setup-miniconda@v2
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with:
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python-version: ${{ matrix.python-version }}
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channels: defaults, conda-forge
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- name: Install dependencies
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run: conda install codecov mypy numpy=${{ matrix.numpy-version }} scikit-learn pandas pytest-cov
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- name: Check static typing
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run: mypy mapie examples --strict
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- name: Test with pytest
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run: pytest -vs --doctest-modules --cov-branch --cov=mapie --pyargs mapie
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- name: Code coverage
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run: codecov

.travis.yml

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HISTORY.rst

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History
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=======
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0.2.2 (2021-06-XX)
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------------------
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* Switch to github actions for continuous integration of the code
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* Add image explaining MAPIE internals on the README
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0.2.1 (2021-06-04)
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------------------
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README.rst

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.. -*- mode: rst -*-
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|Travis|_ |AppVeyor|_ |Codecov|_ |CircleCI|_ |ReadTheDocs|_ |License|_ |PythonVersion|_ |PyPi|_
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|GitHubActions|_ |Codecov|_ |CircleCI|_ |ReadTheDocs|_ |License|_ |PythonVersion|_ |PyPi|_
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.. |Travis| image:: https://travis-ci.com/simai-ml/MAPIE.svg?branch=master
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.. _Travis: https://travis-ci.com/simai-ml/MAPIE
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.. |AppVeyor| image:: https://ci.appveyor.com/api/projects/status/js4d7km6ckr801nj/branch/master?svg=true
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.. _AppVeyor: https://ci.appveyor.com/project/gmartinonQM/mapie
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.. |GitHubActions| image:: https://github.com/simai-ml/MAPIE/actions/workflows/test.yml/badge.svg
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.. _GitHubActions: https://github.com/simai-ml/MAPIE/actions
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.. |Codecov| image:: https://codecov.io/gh/simai-ml/MAPIE/branch/master/graph/badge.svg?token=F2S6KYH4V1
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.. _Codecov: https://codecov.io/gh/simai-ml/MAPIE
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MAPIE returns a ``np.ndarray`` of shape (n_samples, 3, len(alpha)) giving the predictions,
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MAPIE returns a ``np.ndarray`` of shape ``(n_samples, 3, len(alpha))`` giving the predictions,
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as well as the lower and upper bounds of the prediction intervals for the target quantile
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for each desired alpha value.
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The estimated prediction intervals can then be plotted as follows.
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📘 Documentation
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================
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The documentation can be found `on this link <https://mapie.readthedocs.io/en/latest/>`_.
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How does **MAPIE** works ? It is basically based on cross-validation and relies on:
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- Residuals on the whole trainig set obtained by cross-validation,
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- Perturbed models generated during the cross-validation.
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**MAPIE** then combines all these elements in a way that provides prediction intervals on new data with strong theoretical guarantees [1].
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.. image:: https://github.com/simai-ml/MAPIE/raw/master/doc/images/mapie_internals.png
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:width: 400
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:align: center
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The full documentation can be found `on this link <https://mapie.readthedocs.io/en/latest/>`_.
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It contains the following sections:
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- `Quickstart <https://mapie.readthedocs.io/en/latest/quick_start.html>`_
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🔍 References
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==============
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MAPIE methods are based on the work by `Foygel-Barber et al. (2020) <https://www.stat.uchicago.edu/~rina/jackknife.html>`_.
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MAPIE methods are based on the work by `Foygel-Barber et al. (2021) <https://doi.org/10.1214/20-AOS1965>`_.
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[1] Rina Foygel Barber, Emmanuel J. Candès, Aaditya Ramdas, and Ryan J. Tibshirani.
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Predictive inference with the jackknife+. Ann. Statist., 49(1):486–507, 022021
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"Predictive inference with the jackknife+." Ann. Statist., 49(1):486–507, February 2021.
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📝 License
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==========

RELEASE_CHECKLIST.md

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# Release checklist
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- [ ] Update the version number with `bump2version major|minor|patch`
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- [ ] Edit HISTORY.rst and AUTHORS.rst to make sure it’s up-to-date and add release date
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- [ ] Check whether any new files need to go in MANIFEST.in
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- [ ] Make sure tests run, pass and cover 100% of the package:
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* `rm -rf build dist MAPIE.egg-info`
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* `python setup.py sdist bdist_wheel`
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- [ ] Check that your package is ready for publication: `twine check dist/*`
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- [ ] Update the version number with `bump2version major|minor|patch`
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- [ ] Make sure everything is committed and pushed: `git push origin master`
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- [ ] Push new tag to your commit: `git push --tags`
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- [ ] Upload it to TestPyPi: `twine upload --repository-url https://test.pypi.org/legacy/ dist/*`

doc/images/mapie_internals.png

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doc/images/quickstart_1.png

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doc/theoretical_description.rst

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==========
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[1] Rina Foygel Barber, Emmanuel J. Candès, Aaditya Ramdas, and Ryan J. Tibshirani.
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Predictive inference with the jackknife+. Ann. Statist., 49(1):486–507, 022021
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"Predictive inference with the jackknife+." Ann. Statist., 49(1):486–507, February 2021.

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