Communication Dans Un Congrès Année : 2022

MAPIE: an open-source library for distribution-free uncertainty quantification

Résumé

Estimating uncertainties associated with the predictions of Machine Learning (ML) models is of crucial importance to assess their robustness and predictive power. In this submission, we introduce MAPIE (Model Agnostic Prediction Interval Estimator), an open-source Python library that quantifies the uncertainties of ML models for single-output regression and multi-class classification tasks. MAPIE implements conformal prediction methods, allowing the user to easily compute uncertainties with strong theoretical guarantees on the marginal coverages and with mild assumptions on the model or on the underlying data distribution. MAPIE is hosted on scikit-learn-contrib and is fully "scikit-learn-compatible". As such, it accepts any type of regressor or classifier coming with a scikit-learn API.

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Est une version de 10.48550/arXiv.2207.12274 Article Taquet, V., Blot, V., Morzadec, T., Lacombe, L., & Brunel, N. (2022). MAPIE: an open-source library for distribution-free uncertainty quantification (Version 1). arXiv. https://doi.org/10.48550/ARXIV.2207.12274

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hal-05232300 , version 1 (01-09-2025)

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  • HAL Id : hal-05232300 , version 1

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Vianney Taquet, Vincent Blot, Thomas Morzadec, Louis Lacombe, Nicolas J-B. Brunel. MAPIE: an open-source library for distribution-free uncertainty quantification. ICML 2022 - Workshop Distribution Free and Uncertainty Quantification ICML, Jul 2022, Baltimore / Hybrid, United States. ⟨hal-05232300⟩
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