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Merge branch 'master' into 491-add-predict-params-into-classification…
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@BaptisteCalot
BaptisteCalot committed Aug 1, 2024
2 parents 2be47bc + e1dd0e7 commit c442b3e
Showing 1 changed file with 47 additions and 46 deletions.
93 changes: 47 additions & 46 deletions notebooks/regression/ts-changepoint.ipynb
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"from mapie.metrics import regression_coverage_score, regression_mean_width_score, coverage_width_based\n",
"from mapie.subsample import BlockBootstrap\n",
"from mapie.time_series_regression import MapieTimeSeriesRegressor\n",
"from mapie.conformity_scores import ConformityScore\n",
"from mapie.conformity_scores.regression import BaseRegressionScore\n",
"from mapie.conformity_scores.regression import BaseConformityScore\n",
"\n",
"%reload_ext autoreload\n",
"%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",
"\n",
" beta_np = ConformityScore._beta_optimize(\n",
" beta_np = BaseRegressionScore._beta_optimize(\n",
" alpha_np,\n",
" conformity_scores.reshape(1, -1),\n",
" conformity_scores.reshape(1, -1),\n",
" )\n",
" alpha_low, alpha_up = beta_np, 1 - alpha_np + beta_np\n",
"\n",
" lower_quantiles = ConformityScore.get_quantile(\n",
" lower_quantiles = BaseConformityScore.get_quantile(\n",
" conformity_scores[..., np.newaxis],\n",
" alpha_low, axis=0, reversed=True,\n",
" unbounded=False\n",
" )\n",
"\n",
" higher_quantiles = ConformityScore.get_quantile(\n",
" higher_quantiles = BaseConformityScore.get_quantile(\n",
" conformity_scores[..., np.newaxis],\n",
" alpha_up, axis=0,\n",
" unbounded=False\n",
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