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Add OTCP #612

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Add OTCP #612

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michalk8
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@michalk8 michalk8 commented Feb 25, 2025

implements approach outlined in https://arxiv.org/abs/2502.03609

TODOs

  • finalize API
  • polish docs
  • tests
  • example notebook @EugeneNdiaye (in a separate PR)

@michalk8 michalk8 added the enhancement New feature or request label Feb 25, 2025
@michalk8 michalk8 requested a review from marcocuturi February 25, 2025 17:00
@michalk8 michalk8 self-assigned this Feb 25, 2025
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Thanks @michalk8 ! see my comment.


Args:
model: Fitted model.
is_classifier: Whether ``model`` is a classifier or a regressor.
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do we really need this? couldn't this be contained simply in the score choice? i also envision many more score functions than the two that are defined here, and so it seems having this boolean flag will quickly be insufficient.

I feel that the simplest would be to just assume that model outputs a real vector, and that score takes that vector, x and y and does whatever it wants with it?

@michalk8 michalk8 changed the title Add OCP Add OTCP Feb 28, 2025
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