ConformalResult

Result of conformal prediction.

Usage

Source

ConformalResult(
    values,
    lower,
    upper,
    level,
    method,
    calibration_scores,
    quantile,
)

Returned by ConformalPredictor.predict(). Holds point predictions together with distribution-free prediction intervals whose coverage is guaranteed (under exchangeability) to be at least the nominal level, regardless of whether the underlying GAM is correctly specified.

Attributes

values: NDArray

Point predictions (response scale); for "cv+" and "jackknife+" this is the average of the fold/leave-one-out models’ predictions.

lower: NDArray

Lower prediction bounds.

upper: NDArray

Upper prediction bounds.

level: float

Nominal coverage level (e.g. 0.95).

method: str

Conformal method used ("split", "cv+", or "jackknife+").

calibration_scores: NDArray

Conformity scores (absolute residuals) from the calibration step.

quantile: float

The calibration quantile used for interval width (only meaningful for the "split" method, where the interval is values +/- quantile; for "cv+"/"jackknife+" interval bounds vary per observation and are not simply values +/- quantile).