Merge pull request #44 from Techtonique/confsims

Conformal simulations
Techtonique · Apr 30, 2024 · 0e6ffef · 0e6ffef
2 parents b99ae8e + 517e004
commit 0e6ffef
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Showing 2 changed files with 5 additions and 9 deletions.
diff --git a/nnetsauce/predictioninterval/predictioninterval.py b/nnetsauce/predictioninterval/predictioninterval.py
@@ -87,8 +87,7 @@ def fit(self, X, y):
 
         if self.method == "splitconformal": 
 
-            n_samples_calibration = X_calibration.shape[0]            
-            q = (self.level/100)*(1 + 1/n_samples_calibration)             
+            n_samples_calibration = X_calibration.shape[0]                        
             self.obj.fit(X_train, y_train)
             preds_calibration = self.obj.predict(X_calibration)
             self.calibrated_residuals_ = y_calibration - preds_calibration
@@ -97,12 +96,10 @@ def fit(self, X, y):
             self.scaled_calibrated_residuals_ = self.calibrated_residuals_scaler_.fit_transform(self.calibrated_residuals_.reshape(-1, 1)).ravel()
             try: 
                 # numpy version >= 1.22
-                self.quantile_ = np.quantile(a = absolute_residuals, q = q, 
-                method="higher")                                       
+                self.quantile_ = np.quantile(a = absolute_residuals, q = self.level/100, method="higher")                                       
             except:
                 # numpy version < 1.22
-                self.quantile_ = np.quantile(a = absolute_residuals, q = q, 
-                interpolation="higher")           
+                self.quantile_ = np.quantile(a = absolute_residuals, q = self.level/100, interpolation="higher")           
 
 
         if self.method == "localconformal":
@@ -113,8 +110,7 @@ def fit(self, X, y):
             self.icp_ = IcpRegressor(nc)
             self.icp_.fit(X_train, y_train) 
             self.icp_.calibrate(X_calibration, y_calibration)
-            preds_calibration = self.icp_.predict(X_calibration)
-            print(f"\n\n preds_calibration: \n {preds_calibration} \n\n")
+            preds_calibration = self.icp_.predict(X_calibration)            
             self.calibrated_residuals_ = y_calibration - preds_calibration
             absolute_residuals = np.abs(self.calibrated_residuals_)   
             self.calibrated_residuals_scaler_ = StandardScaler(with_mean=True, with_std=True)

diff --git a/setup.py b/setup.py
@@ -3,7 +3,7 @@
 from codecs import open
 from os import path
 
-__version__ = '0.19.0'
+__version__ = '0.20.0'
 
 # get the dependencies and installs
 here = path.abspath(path.dirname(__file__))