incerto.conformal.cv_plus

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incerto.conformal.cv_plus#

incerto.conformal.cv_plus(model_fn, train_dataset, folds, alpha)[source]#

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

Uses k-fold cross-validation to produce prediction intervals. All K fold models are retained and used at prediction time via the CV+ aggregation rule.

Parameters:

  • model_fn (Callable[[Dataset], Module]) – Function that trains a model on a provided dataset subset.

  • train_dataset (Dataset) – Training dataset used for k-fold calibration.

  • folds (int) – Number of cross-validation folds.

  • alpha (float) – Miscoverage rate (e.g., 0.1 for 90% coverage).

Return type:

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

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