This package provides some statistical wrappers for machine learning classification tools in order to construct prediction sets for the label of a new test point with provably valid marginal coverage and approximate conditional coverage.
Accompanying paper (https://papers.nips.cc/paper/2020/hash/244edd7e85dc81602b7615cd705545f5-Abstract.html):
"Classification with Valid and Adaptive Coverage"
Y. Romano, M. Sesia, E. Candès
NeurIPS 2020 (spotlight).
arc/
Python package implementing our methods and some alternative benchmarks.third_party/
Third-party Python packages imported by our package.examples/
Jupyter notebooks with introductory usage examples.experiments_sim_data
Code for the experiments with simulated data discussed in the accompanying paper.experiments_real_data
Code for the experiments with real data discussed in the accompanying paper.
This package builds upon the following non-standard Python packages provided in the "third-party" directory:
nonconformist
https://github.com/donlnz/nonconformistcqr
https://github.com/yromano/cqrcqr-comparison
https://github.com/msesia/cqr-comparison
Prerequisites for the arc
package:
- numpy
- scipy
- sklearn
- skgarden
- torch
- tqdm
Additional prerequisites for example notebooks:
- pandas
- matplotlib
- seaborn
The development version is available from GitHub:
git clone https://github.com/msesia/arc.git
This project is licensed under the MIT License - see the LICENSE file for details.