Uncertainty: Conformal Prediction V1.1 - add Conformal class to conformal_prediction.py and rename file to conformal.py #1074
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…nd added plot_interval_width_per_timestep() method for multiple timesteps.
Kevin-Chen0
added
uncertainty
status: needs update
Model Benchmark
Model training plotsModel TrainingPeytonManningYosemiteTempsAirPassengers |
Codecov Report
@@ Coverage Diff @@
## main #1074 +/- ##
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+ Coverage 90.12% 90.13% +0.01%
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Files 21 21
Lines 4788 4796 +8
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+ Hits 4315 4323 +8
Misses 473 473
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…nd _get_q_hat() methods.
Kevin-Chen0
added
status: needs review
noxan
approved these changes
Jan 2, 2023
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| alpha: float | ||
| method: str | ||
| quantiles: list = None |
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| quantiles: list = None | |
| quantiles: Optional[list] = None |
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If None, NeuralProphet will automatically set it to [] behind-the-scene. Then, if 0.5 doesn't exist in the input quantiles list, then NP will automatically add it to the front of the list. Therefore, default None will become [0.5].
neuralprophet/conformal.py
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| # import logging | ||
| # from typing import Callable, List, Optional, Type, Union | ||
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| # import logging | |
| # from typing import Callable, List, Optional, Type, Union |
Remove unused imports
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| # import logging | |
| # from typing import Callable, List, Optional, Type, Union | |
| from typing import Optional | |
Or import Optional for later usage
Co-authored-by: Richard Stromer <noxan@users.noreply.github.com>
Co-authored-by: Richard Stromer <noxan@users.noreply.github.com>
Kevin-Chen0
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status: ready
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🔬 Background
Conformalclass task found in Issue Conformal Prediction V1.1 tasks #1017.🔮 Key changes
Conformalclass toconformal_prediction.py, rename the file toconformal.py, and refactor the file.📋 Review Checklist
Please make sure to follow our best practices in the Contributing guidelines.