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Valeriy M. Profile picture
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Dec 31, 2022 • 12 tweets • 6 min read
Top 10 @github libraries for #conformalprediction
Awesome Conformal Prediction - The most comprehensive professionally curated resource on Conformal Prediction by @predict_addict github.com/valeman/awesom…
#2 Conformal Prediction by @ml_angelopoulos github.com/aangelopoulos/…
#3 brand new Amazon Fortuna github.com/awslabs/fortuna by @detommaso_g and team
#4 Conformal Classification by @ml_angelopoulos github.com/aangelopoulos/…
#5 very popular conformal prediction model CQR by @yaniv_romano github.com/yromano/cqr
#6 implementation of blockbuster paper 'Conffusion'

github.com/eliahuhorwitz/…
#7 @EdgarDobriban course github.com/dobriban/Topic…
#8 crepes - library for Conformal Predictive Distributions ❤️ github.com/henrikbostrom/…
#9 Ensemble-Conformalized-Quantile-Regression github.com/FilippoMB/Ense…
@paltmey's Conformal Prediction in Julia github.com/pat-alt/Confor…
@threadreaderapp unroll #opensource #machinelearning #conformalprediction #github

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More from @predict_addict

Valeriy M. Profile picture
Dec 8, 2022
Conformal prediction for #timeseries #forecasting is the hottest 🔥🔥🔥🔥 🚀🚀🚀🚀 area of research and applications right now.

The whole story started in summer 2021 when researchers from Georgia Tech published the first ever paper applying conformal prediction to time series.
and presenting it at the first event at major conference totally dedicated to conformal prediction (ICML DFUQ 2021 organised by @ml_angelopoulos and @stats_stephen
Roll forward just 1.5 yeast - there are multiple papers published on the subject, several #opensoure libraries like MAPIE implemented the original first ever paper from Georgia Tech (method called EnbPI).
Read 7 tweets
Valeriy M. Profile picture
Dec 2, 2022
@Zergylord @SchmidhuberAI Well unless you are top dog in DeepMind? Are you?
@Zergylord @SchmidhuberAI Personally I find it hilarious that DeepMind is turning phd interns whilst some of its grunts can engage in trolling on Twitter during working time.
@Zergylord @SchmidhuberAI Cost saving on interns but it is ok apparently to troll for hours on Twitter during working day 😆
Read 4 tweets
Valeriy M. Profile picture
Sep 24, 2022
Motivated by having seen yet another Platt’s scaler post.

Platt’s scaling and isotonic regression are ~20 years old at this point. Both of them don’t have any mathematical guarantees of validity and are outperformed by conformal prediction Venn-ABERs

#conformalprediction
VENN-ABERS is in fact a better regularised version of isotonic regression that constructors two isotonic regressions by postulating that a test object can a priori have both 0 and 1 as a label.
By doing that VENN-ABERS is able to achieve theoretical guarantees of validity (lack of bias) as the expense of multi probability prediction where the test object will have two probabilities of class 1 instead of one. p0 is a lower bound and p1 is an upper bound for class 1 prob
Read 15 tweets
Valeriy M. Profile picture
Aug 17, 2022
Another great development from @nixtlainc, ETS from StatsForecast is much more accurate and over 100 faster than NeuralProphet.

nice work @fede_gr and @nixtlainc team

#timeseries #forecasting
Last year a few data scientists including myself exposed severe issues with facebook prophet resulting in facebook pulling down claims such as “with facebook prophet anyone can produce better forecasts than human experts “.
Still the hope was that with Neural Prophet things will be better and one can at least partially repair the worst forecasting model of the XXIst century - Facebook Prophet. valeman.medium.com/benchmarking-f…
Read 8 tweets

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