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Conformal Prediction in Python with crepes
Proceedings of the Thirteenth Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 230:236-249, 2024.
Abstract
\verb|crepes| is a Python package for conformal prediction, which has been extended in several ways since its introduction. While the original version of the package focused on conformal regressors and predictive systems, the current version also includes conformal classifiers. New classes and methods for computing non-conformity scores and Mondrian categories have also been incorporated. Moreover, the package has been extended to allow for seamless embedding of classifiers and regressors in the conformal prediction framework; instead of generating conformal predictors that are separate from the learners, the latter can now be equipped with specific prediction methods that in addition to providing point predictions also can generate p-values, prediction sets and intervals, as well as conformal predictive distributions. Extensive documentation for the package has furthermore been developed. In this paper, these extensions are described, as implemented in \verb|crepes|, version 0.7.0.