Skip to content

Conversation

@thibaultcordier
Copy link
Collaborator

@thibaultcordier thibaultcordier commented May 27, 2024

Description

Use the corrected quantile ($|(n+1)(1−α)|/n$) to check the validity of the coverage for any number of calibration data.

Fixes #452

Type of change

  • Bug fix (non-breaking change which fixes an issue)

How Has This Been Tested?

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

Copy link
Collaborator

@LacombeLouis LacombeLouis left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Hey @thibaultcordier,
thank you for this PR. I think this should fix the issue that has been identified in the video.

I've added some comments and I think to conclude the PR it would be beneficial to add a new issue to be able to setup any quantile method.
Thank you

Copy link
Collaborator

@LacombeLouis LacombeLouis left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

When the final comments are done, then I think we can finish this issue and make a release!

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

Coverage validity not verified in MapieRegressor when the number of calibration data is very small

2 participants