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feat: improve coherence with intercept clipping #5

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merged 2 commits into from
Mar 29, 2024
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@lsorber lsorber commented Mar 29, 2024

Changes:

  1. Clip the level 2 bias so that it does not violate level 1 quantile coherence.
  2. Fix sign bug in conformal quantile prediction, resulting in tighter quantiles.
  3. Expand test suite with objectives that lead to predicting the average instead of the median for more robust quantile verification.

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@lsorber lsorber self-assigned this Mar 29, 2024
@lsorber lsorber merged commit d4830b9 into main Mar 29, 2024
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@lsorber lsorber deleted the ls-intercept-clip branch March 29, 2024 15:10
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