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FIX bug #452: Quantile Correction #453

Merged
merged 9 commits into from
Jun 7, 2024
Merged

FIX bug #452: Quantile Correction #453

merged 9 commits into from
Jun 7, 2024

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thibaultcordier
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@thibaultcordier thibaultcordier commented May 27, 2024 •
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Description

Use the corrected quantile ($|(n+1)(1−α)|/n$) to check the validity of the coverage for any number of calibration data.

Fixes #452

Type of change

  • Bug fix (non-breaking change which fixes an issue)

How Has This Been Tested?

Checklist

  • I have read the contributing guidelines
  • I have updated the HISTORY.rst and AUTHORS.rst files
  • Linting passes successfully : make lint
  • Typing passes successfully : make type-check
  • Unit tests pass successfully : make tests
  • Coverage is 100% : make coverage
  • Documentation builds successfully : make doc

@thibaultcordier thibaultcordier self-assigned this May 27, 2024
@thibaultcordier thibaultcordier linked an issue May 27, 2024 that may be closed by this pull request
Coverage validity not verified in MapieRegressor when the number of calibration data is very small #452
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LacombeLouis
LacombeLouis requested changes May 30, 2024
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@LacombeLouis LacombeLouis left a comment

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Hey @thibaultcordier,
thank you for this PR. I think this should fix the issue that has been identified in the video.

I've added some comments and I think to conclude the PR it would be beneficial to add a new issue to be able to setup any quantile method.
Thank you

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LacombeLouis
LacombeLouis approved these changes Jun 7, 2024
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When the final comments are done, then I think we can finish this issue and make a release!

@thibaultcordier thibaultcordier merged commit 4733b0b into master Jun 7, 2024
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@github-actions github-actions bot mentioned this pull request Jun 24, 2024
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@Valentin-Laurent Valentin-Laurent deleted the 452-coverage-validity branch November 12, 2024 13:37
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@LacombeLouis LacombeLouis LacombeLouis approved these changes

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Coverage validity not verified in MapieRegressor when the number of calibration data is very small
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@thibaultcordier @LacombeLouis