Conformal Prediction, Machine Learning, Uncertainty, Forecasting, Open Source.
instance in the calibration set. A small value (beta) is added to the estimates, which may be given through an argument to the function; below we just use the default, i.e., beta=0.01. sigmas_cal = sigma_knn(X=X_cal, residuals=residuals_cal) Step 4. The difficulty estimate can now be used for