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SLCP

This repository is an implementation of the paper Split Localized Conformal Prediction.

To set up the environment, run:

conda env create -f conformal.yml

then activate the environment:

conda activate conformal

To run all experiments mentioned in the paper, first change UtilsParams.experiment in config.py into corresponding name of the experiment (available choice: "prediction", "cov_shift", "toy_plot", "nn_capacity"), then run

python -W ignore run_all_experiments.py

The results will be saved into a CSV file.

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Conformal Prediction with Localized De-correlation

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