incerto.conformal.cv_plus

incerto.conformal.cv_plus(model_fn, train_dataset, folds, alpha)

Cross-Validation+ Intervals (CV+) — Barber et al., JASA 2021.

Offers less pessimistic intervals than Jackknife+ while controlling coverage.

Parameters:

• model_fn (Callable[[Dataset], Module])

• train_dataset (Dataset)

• folds (int)

• alpha (float)

Return type:

Callable[[Tensor], Tuple[Tensor, Tensor]]