A scikit-learn-compatible module for estimating prediction intervals.
BSD-3-CLAUSE License
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Published by vtaquet over 3 years ago
alpha
parameter as predict argument, with None
as default valuePublished by vtaquet over 3 years ago
cv="prefit"
optionsample_weight
argument in fit methodPublished by vtaquet over 3 years ago
cv
to take the value -1 equivalently to LeaveOneOut()
cv
parameter to get closer to scikit-learn APIn_splits
, shuffle
and random_state
parametersmethod
parameter.predict()
returns a np.ndarray of shape (n_samples, 3, len(alpha))Published by vtaquet over 3 years ago
return_pred
string argument is now a bool ensemble
Published by vtaquet over 3 years ago
First official and clean release on pypi: