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[FEAT] Conformal Predictions in NeuralForecast #1171

Merged
merged 27 commits into from
Oct 11, 2024
Merged

[FEAT] Conformal Predictions in NeuralForecast #1171

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fe65a1e
Add ConformalIntervals class
JQGoh Sep 24, 2024
df9528f
remove level parameter from conformalInterval class
JQGoh Sep 30, 2024
6a4da12
conformal fit and predict logic stored in utils file
JQGoh Oct 3, 2024
e2b0c4a
Specify losses that do not support conformal prediction
JQGoh Oct 3, 2024
2ea83eb
conformal prediction integrated to NeuralForecast class
JQGoh Oct 3, 2024
6aaa80b
HuberQLoss does not support conformal prediction
JQGoh Oct 3, 2024
20e1672
Remove unncessary illustration
JQGoh Oct 3, 2024
37d4f28
Add test for model saving & loading for conformal predictions
JQGoh Oct 3, 2024
c1140f6
Fix model saving/loading missing conformal_intervals
JQGoh Oct 3, 2024
952c332
Add tutorial on conformal prediction
JQGoh Oct 3, 2024
acd4f9c
Fix attribute error during model saving
JQGoh Oct 3, 2024
0cf2802
Review: clear core.ipynb output
JQGoh Oct 3, 2024
5eec585
Review: Corrections to undesired copy-and-paste notes; revision of
JQGoh Oct 3, 2024
d514058
Improve example
JQGoh Oct 3, 2024
8e4ab58
Review: Use DFType instead
JQGoh Oct 4, 2024
5503b6e
Improve example with better illustration
JQGoh Oct 4, 2024
f497c54
Review: Simply without using UNSUPORTED_LOSSED_CONFORMAL,
JQGoh Oct 7, 2024
d714e51
Revise example with the remark on conformalize_quantiles argument
JQGoh Oct 7, 2024
be38777
clean nbs/core.ipynb
JQGoh Oct 7, 2024
c0c24ec
Missed: Revise type to DFType
JQGoh Oct 7, 2024
079a804
Rename to enable_quantiles; avoid confusing interpretation
JQGoh Oct 7, 2024
4561ef1
fix_issues
elephaint Oct 8, 2024
f23661a
fix_example
elephaint Oct 8, 2024
241d76a
CrossValidation can provide conformal-intervals outputs if refit=True
JQGoh Oct 8, 2024
717916e
Merge branch 'main' into feat/conformal-prediction
elephaint Oct 10, 2024
bf62b3c
add_protections
elephaint Oct 10, 2024
51a3eb2
Merge branch 'main' into feat/conformal-prediction
elephaint Oct 11, 2024
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