incerto.conformal.jackknife_plus

incerto.conformal.jackknife_plus(model_fn, train_dataset, alpha)

Jackknife+ Intervals — Barber, Candès, and Ramdas, Ann. Stat. 2021.

model_fn: function that re-trains a model on a supplied dataset split.

Parameters:

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

• train_dataset (Dataset)

• alpha (float)

Return type:

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