A scikit-learn-compatible module for estimating prediction intervals
MAPIE MAPIE allows you to easily estimate prediction intervals on single-output data using your favourite scikit-learn-compatible regressor. Prediction intervals output by MAPIE encompass both aleatoric and epistemic uncertainty and are backed by strong theoretical guarantees [1]. Requirements Python 3.7+ MAPIE stands on the shoulders of giant. Its only internal dependency is scikit-learn. Installation Install via pip: pip install mapie To install directly from the github repository : pip install git+https://github.com/simai-ml/MAPIE Quickstart Let us start with a basic regression problem. Here, […]
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