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BaptisteCalotBaptisteCalot
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Update : import related to conformity scores
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‎notebooks/regression/ts-changepoint.ipynb‎

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"from mapie.metrics import regression_coverage_score, regression_mean_width_score, coverage_width_based\n",
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"from mapie.subsample import BlockBootstrap\n",
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"from mapie.time_series_regression import MapieTimeSeriesRegressor\n",
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"from mapie.conformity_scores import ConformityScore\n",
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"from mapie.conformity_scores.regression import BaseRegressionScore\n",
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"from mapie.conformity_scores.regression import BaseConformityScore\n",
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"\n",
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"%reload_ext autoreload\n",
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"%autoreload 2\n",
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"Text(0, 0.5, 'Hourly demand (GW)')"
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"def compute_quantiles(conformity_scores, alpha_np):\n",
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"\n",
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" beta_np = ConformityScore._beta_optimize(\n",
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" beta_np = BaseRegressionScore._beta_optimize(\n",
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" alpha_np,\n",
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" conformity_scores.reshape(1, -1),\n",
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" conformity_scores.reshape(1, -1),\n",
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" )\n",
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" alpha_low, alpha_up = beta_np, 1 - alpha_np + beta_np\n",
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"\n",
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" lower_quantiles = ConformityScore.get_quantile(\n",
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" lower_quantiles = BaseConformityScore.get_quantile(\n",
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" conformity_scores[..., np.newaxis],\n",
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" alpha_low, axis=0, reversed=True,\n",
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" unbounded=False\n",
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" )\n",
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"\n",
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" higher_quantiles = ConformityScore.get_quantile(\n",
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" higher_quantiles = BaseConformityScore.get_quantile(\n",
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" conformity_scores[..., np.newaxis],\n",
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