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UPD: latex formula
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Thibault Cordier committed Nov 10, 2023
1 parent 73746e3 commit 6ce4d77
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5 changes: 0 additions & 5 deletions examples/regression/4-tutorials/plot_ts-tutorial.py
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Expand Up @@ -43,12 +43,7 @@ class that block bootstraps the training set.
the size of the intervals will grow.
Conversely, if the real values are in the coverage,
the size of the intervals will decrease.
You can use a gamma coefficient to adjust the strength of the correction.
The correction formula is :math:`alpha {t} = alpha_{t-1} + gamma
(alpha - 1_{y_t \notin C{alpha_{t-1}}(X_t)})`.
Where :math:`C{alpha_t}` is the coverage given alpha at time t.
If gamma=0, it means we don't adapt the conformal inference.
References
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6 changes: 3 additions & 3 deletions mapie/regression/time_series_regression.py
Original file line number Diff line number Diff line change
Expand Up @@ -42,9 +42,9 @@ class MapieTimeSeriesRegressor(MapieRegressor):
the size of the intervals will decrease.
You can use a gamma coefficient to adjust the strength of the correction.
The correction formula is: :math:`alpha {t+1} = alpha_{t} + gamma
(alpha - 1 {y_t notin C{alpha_t}(X_t)})`. Where :math:`C{alpha_t}` is the
coverage given alpha at time t. If gamma=0,
The correction formula is: :math:`\alpha_{t} = \alpha_{t-1} + \gamma
(\alpha - 1_{y_t \notin C_{alpha_{t-1}}(X_t)})`. Where :math:`C_{alpha_t}`
is the coverage given :math:`alpha` at time t. If :math:`\gamma=0`,
it means we don't adapt the conformal inference.
References
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