api documentation

base module

base.AbsoluteErrorConformalPredictor(model)

Conformal interval predictor for an underlying Any model using absolute error as the nonconformity measure.

base.LeafNodeScaledConformalPredictor(model)

Conformal interval predictor for an underlying Any model using absolute error scaled by leaf node counts as the nonconformity measure.

base.SplitConformalPredictor(model[, n_bins])

Conformal interval predictor for an underlying Any model using absolute error scaled by leaf node counts as the nonconformity measure.

lightgbm module

lightgbm.LGBMBoosterLeafNodeScaledConformalPredictor(model)

Conformal interval predictor for an underlying lgb.Booster model using absolute error scaled by leaf node counts as the nonconformity measure.

lightgbm.LGBMBoosterLeafNodeSplitConformalPredictor(model)

Conformal interval predictor for an underlying lgb.Booster model using absolute error scaled by leaf node counts as the nonconformity measure.

xgboost module

xgboost.XGBoosterAbsoluteErrorConformalPredictor(model)

Conformal interval predictor for an underlying xgb.Booster model using absolute error as the nonconformity measure.

xgboost.XGBSklearnAbsoluteErrorConformalPredictor(model)

Conformal interval predictor for an underlying xgb.XGBRegressor or xgb.XGBClassifier model using absolute error as the nonconformity measure.

xgboost.XGBoosterLeafNodeScaledConformalPredictor(model)

Conformal interval predictor for an underlying xgb.Booster model using absolute error scaled by leaf node counts as the nonconformity measure.

xgboost.XGBSklearnLeafNodeScaledConformalPredictor(model)

Conformal interval predictor for an underlying xgb.XGBRegressor or xgb.XGBClassifier model using absolute error scaled by leaf node counts as the nonconformity measure.

xgboost.XGBoosterLeafNodeSplitConformalPredictor(model)

Conformal interval predictor for an underlying xgb.Booster model using absolute error scaled by leaf node counts as the nonconformity measure.

dispatchers module

dispatchers.get_absolute_error_conformal_predictor()

Function to return the appropriate child class of AbsoluteErrorConformalPredictor depending on the type of the model arg.

dispatchers.get_leaf_node_scaled_conformal_predictor()

Function to return the appropriate child class of LeafNodeScaledConformalPredictor depending on the type of the model arg.

dispatchers.get_leaf_node_split_conformal_predictor()

Function to return the appropriate child class of SplitConformalPredictor depending on the type of the model arg.

helpers module

helpers.gather_intervals([lower_interval, …])

Function to perform checks on passed intervals and return lower and upper intervals separately if they are passed combined in intervals_with_predictions.

helpers.check_response_within_interval(response)

Function to check the number of times a response lies within a prediction interval.

helpers.check_interval_width([…])

Function to check the distribution of prediction intervals.

helpers.prepare_prediction_interval_df(…)

Put response column and n x 3 array into a pd.DataFrame with columns; “lower”, “predictions”, “upper” and response”.

helpers.create_interval_buckets(…[, …])

Function to create a new column in a DataFrame that buckets all rows on the widthof the intervals in the DataFrame.