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GitHub topics: prediction-intervals

yromano/cqr

Conformalized Quantile Regression

Language: Jupyter Notebook - Size: 5.02 MB - Last synced at: 3 days ago - Pushed at: about 3 years ago - Stars: 275 - Forks: 51

zillow/quantile-forest

Quantile Regression Forests compatible with scikit-learn.

Language: Python - Size: 81.8 MB - Last synced at: 3 days ago - Pushed at: about 2 months ago - Stars: 231 - Forks: 29

henrikbostrom/crepes

Python package for conformal prediction

Language: Python - Size: 24.3 MB - Last synced at: 9 days ago - Pushed at: 3 months ago - Stars: 509 - Forks: 40

StatMixedML/LightGBMLSS

An extension of LightGBM to probabilistic modelling

Language: Python - Size: 32 MB - Last synced at: 25 days ago - Pushed at: about 1 year ago - Stars: 310 - Forks: 33

StatMixedML/XGBoostLSS

An extension of XGBoost to probabilistic modelling

Language: Python - Size: 90.2 MB - Last synced at: 27 days ago - Pushed at: about 2 months ago - Stars: 611 - Forks: 65

superlinear-ai/conformal-tights

👖 Conformal Tights adds conformal prediction of coherent quantiles and intervals to any scikit-learn regressor or Darts forecaster

Language: Python - Size: 857 KB - Last synced at: 25 days ago - Pushed at: about 2 months ago - Stars: 110 - Forks: 3

FilippoMB/Ensemble-Conformalized-Quantile-Regression

Valid and adaptive prediction intervals for probabilistic time series forecasting.

Language: Jupyter Notebook - Size: 1.96 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 93 - Forks: 10

nppackages/scpi

Prediction and inference procedures for synthetic control methods with multiple treated units and staggered adoption.

Language: R - Size: 12.2 MB - Last synced at: 24 days ago - Pushed at: 5 months ago - Stars: 33 - Forks: 10

StatMixedML/CatBoostLSS

An extension of CatBoost to probabilistic modelling

Size: 6.82 MB - Last synced at: 2 months ago - Pushed at: over 1 year ago - Stars: 142 - Forks: 13

lsorber/neo-ls-svm

Neo LS-SVM is a modern Least-Squares Support Vector Machine implementation

Language: Python - Size: 321 KB - Last synced at: 21 days ago - Pushed at: about 1 year ago - Stars: 33 - Forks: 3

eliahuhorwitz/Conffusion

Official Implementation for the "Conffusion: Confidence Intervals for Diffusion Models" paper.

Language: Python - Size: 2.14 MB - Last synced at: about 2 months ago - Pushed at: over 2 years ago - Stars: 139 - Forks: 5

saattrupdan/doubt

Bringing back uncertainty to machine learning.

Language: Python - Size: 2.28 MB - Last synced at: about 1 month ago - Pushed at: about 1 year ago - Stars: 51 - Forks: 3

Larsvanderlaan/SelfCalibratingConformal

An implementation of Self-Calibrating Conformal Prediction, accepted to Neurips 2024. SC-CP combines Venn-Abers calibration and conformal prediction to deliver calibrated point predictions alongside prediction intervals with finite-sample validity conditional on these predictions.

Language: Jupyter Notebook - Size: 80.1 MB - Last synced at: 13 days ago - Pushed at: 5 months ago - Stars: 7 - Forks: 3

NISL-MSU/PredictionIntervals

DualAQD: Dual Accuracy-quality-driven Prediction Intervals

Language: Jupyter Notebook - Size: 103 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 8 - Forks: 0

richardangell/pitci

Prediction intervals for trees using conformal intervals. Docs at https://pitci.readthedocs.io/en/latest/

Language: Python - Size: 308 KB - Last synced at: 10 months ago - Pushed at: over 3 years ago - Stars: 8 - Forks: 0

elisim/piven

Official implementation of the paper "PIVEN: A Deep Neural Network for Prediction Intervals with Specific Value Prediction" by Eli Simhayev, Gilad Katz and Lior Rokach.

Language: Jupyter Notebook - Size: 5.26 MB - Last synced at: 2 months ago - Pushed at: over 2 years ago - Stars: 36 - Forks: 4

godatadriven/piven

Prediction Intervals with specific value prediction

Language: Python - Size: 5.53 MB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 16 - Forks: 5

srimallipudi/Harmon-Foods-Forecasting-Model

Developed a linear regression model to forecast case shipments considering various predictor variables such as time trends (month), seasonality (seasonal index), and promotions. Conducted Durbin Watson test and generated a forecast and prediction interval.

Language: R - Size: 9.77 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

predict-idlab/cmc-learner

Implementation of Conformal Monte Carlo (CMC) learner

Language: Jupyter Notebook - Size: 5.56 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

ethan-allavarpu/stats-208-jackknife

Analysis of Predictive inference with jackknife+, a new method for creating prediction intervals with stronger coverage guarantees

Language: Python - Size: 10.2 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

ashishyadav24092000/Prediction-And-Confidence-interval-LinearRegression

Plotting of the Confidence interval and Prediction interval for a Linear Regression model.

Language: Jupyter Notebook - Size: 1.24 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

yongsukyee/uncertain_blackholemass

Uncertainty quantification of black hole mass estimation

Language: Jupyter Notebook - Size: 11.3 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

NeuraXenetica/comport_ai

An HR predictive analytics tool for forecasting the likely range of a worker’s future job performance using multiple ANNs with custom loss functions.

Language: Python - Size: 2.56 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 0

yromano/fair_dummies

implementation of fair dummies

Language: Jupyter Notebook - Size: 2.03 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 4

fmpr/DeepJMQR

Deep joint mean and quantile regression for spatio-temporal problems

Language: Jupyter Notebook - Size: 125 KB - Last synced at: over 2 years ago - Pushed at: over 5 years ago - Stars: 12 - Forks: 7

devosmitachatterjee2018/Linear_Statistical_Models

The project involves the multivariate regression analysis of a dataset.

Language: R - Size: 1.72 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

bpbirch/CI_and_Prediction_Bootstraps

This module contains functions, bootStrapParamCI and bootStrapPredictInterval, that follow a bootstrap approach to produce confidence intervals for model parameters and prediction intervals for individual point predictions, respectively.

Language: Python - Size: 5.86 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

Related Keywords
prediction-intervals 27 conformal-prediction 10 machine-learning 9 quantile-regression 8 uncertainty-estimation 7 python 7 uncertainty-quantification 7 confidence-intervals 5 deep-learning 4 pytorch 3 random-forest 3 distributional-regression 3 gamlss 3 regression 3 xgboost 2 forecasting 2 neural-network 2 scikit-learn 2 probabilistic-forecasts 2 lightgbm 2 mixture-density-model 2 time-series-forecasting 2 conformal-predictive-systems 2 normalizing-flows 2 neural-networks 2 quantile-regression-forests 2 probabilistic-forecasting 2 prediction 2 fairness 2 linear-regression 2 custom-loss-functions 1 artificial-neural-networks 1 artificial-intelligence 1 quasar 1 hrm 1 human-resources 1 loss-function 1 loss-functions 1 modelling 1 prediction-interval 1 predictive-analytics 1 prescriptive-analytics 1 black-hole 1 agn 1 summary-tables 1 statsmodels 1 sklearn-library 1 seaborn-plots 1 scatter-plots 1 scatter-plot 1 outliers-influence 1 matplotlib-pyplot 1 jackknife 1 pandas 1 matplotlib 1 underlying-assumptions 1 t-test 1 simple-linear-regression 1 r-squared 1 partial-f-test 1 outlier-detection 1 multivariate-regression 1 multicollinearity 1 model-selection 1 least-squares 1 cross-validation 1 categorical-covariates 1 bias-variance 1 akaike-information-criterion 1 adjusted-r-squared 1 spatio-temporal 1 keras 1 multiclass-classification 1 fairness-testing 1 fairness-ml 1 fairness-awareness-model 1 fairness-assessment 1 equalized-odds 1 conditional-independence 1 support-vector-machines 1 ls-svm 1 kernel-ridge-regression 1 kernel-methods 1 gaussian-processes 1 catboost 1 synthetic-control 1 stata 1 r 1 time-series-prediction 1 recurrent-neural-networks 1 frequentistic-confidence-intervals 1 frequentist-statistics 1 ensemble-machine-learning 1 multi-target-regression 1 sklearn 1 prediction-sets 1 jupyter-notebook 1 cumulative-distribution-function 1 conformal-regressors 1 conformal-classifiers 1