Add J+aB and APS methods #99

vtaquet · 2021-10-12T16:22:17Z

Description

Add two methods in MAPIE :

Jackknife+-after-Bootstrap in MapieRegressor following Kim+2020
Adaptive Prediction Set in MapieClassifier following Sadinle+2020 and Angelopoulos+2021

Fixes #(issue)

Type of change

Please remove options that are irrelevant.

New feature (non-breaking change which adds functionality)
Breaking change (fix or feature that would cause existing functionality to not work as expected)
This change requires a documentation update

How Has This Been Tested?

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration

Unit tests.

Checklist:

I have read the contributing guidelines
I have updated the HISTORY.rst and AUTHORS.rst files
Linting passes successfully : make lint
Typing passes successfully : make type-check
Unit tests pass successfully : make tests
Coverage is 100% : make coverage
Documentation builds successfully : make doc

…-ml/MAPIE into add_method_cumulated_score

MISS: trimmed mean

# Conflicts: # HISTORY.rst # mapie/regression.py # mapie/tests/test_regression.py # mapie/utils.py

Julien is gonna proofread algorithms' implementation

J plus a b

… cv replaced by agg_functionin MapieRegressor

…utorial fisrt instance of the classification tutorial

mapie/classification.py

gmartinonQM

Some typos

…nto dev Merge of remote dev onto local before push .

…last_label=True arguments

Merge modif on dev on my version of dev

gmartinonQM

Excellent job ! Some details, and potentially a last simplification of add_random_tie_breaking and we are done !

mapie/_typing.py

mapie/classification.py

mapie/_typing.py

gmartinonQM

Well done !

Abdou Akim GOUMBALA and others added 30 commits September 13, 2021 11:30

fisrt instance of the classification tutorial

51e634a

Add method cumulated_score

41838f6

Merge branch 'add_method_cumulated_score' of https://github.com/simai…

a51ffaa

…-ml/MAPIE into add_method_cumulated_score

corrections added

805e765

corrections to mathmatical expressions

f60f246

Update fit and predict

2ceb115

first implementation of jackknife+-aB

dd0f8a8

fix_error_in_first_implementation

c405cb3

next step: choose aggregation function

da84b82

ADD: can choose between agg_function mean and median

ba1a5ff

ADD customized aggregation function

d62184a

add corrections

89f341f

ADD: Jackknife+-AB

61ad53b

MISS: trimmed mean

UPDATE AUTHORS and HISTORY

8db9e9a

add corrections + data splitted in train/calib

4adfa10

commit before merge of dev

801a93a

Merge branch 'dev' into j_plus_aB

416bc50

# Conflicts: # HISTORY.rst # mapie/regression.py # mapie/tests/test_regression.py # mapie/utils.py

CORRECTION: application of Vianney's remarks

3540344

[CORRECTION]: corrections from Vianney remarks.

c7eb715

Julien is gonna proofread algorithms' implementation

Merge pull request #95 from scikit-learn-contrib/j_plus_aB

c5711e6

J plus a b

class JackknifeAB restricted to a smaller class Resample and argument…

90ab090

… cv replaced by agg_functionin MapieRegressor

add corrections +

d231a40

Merge pull request #92 from scikit-learn-contrib/add_classification_t…

fb3e541

…utorial fisrt instance of the classification tutorial

Correction of JRO MR

9c2f3a4

update test classification + method aps

c431c6c

corrections according to most of Vianney remarks on Julien PR

b9b0999

update method score with 1-score

9da45ec

Documentation corrected and lines split to avoid black correction

326b537

Add unit test to cumulated_score

c874cb9

Fix typing

8ffdc63