Implementation of conformal prediction with MAPIE based on a MAPIE doc example and adapted to another regression dataset (where the exchangeability still holds true).
Conformal Prediction is a way to quantify uncertainty without any assumptions regarding the model or the data (or errors) generating process which is quite promising.
The MAPIE example adapted for the project : https://mapie.readthedocs.io/en/latest/examples_regression/4-tutorials/plot_cqr_tutorial.html
Some cool repo with lot of references on conformal predictions : https://github.com/valeman/awesome-conformal-prediction