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Uncertainty: Conformal Prediction V1#802

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ourownstory merged 111 commits intomainourownstory/neural_prophet:mainfrom split-conformal-predictionourownstory/neural_prophet:split-conformal-predictionCopy head branch name to clipboardDec 2, 2022

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Commits

Commits on Sep 4, 2022

• Added Naive and CQR conformal prediction methods to forecaster.py and conformal_prediction_energy_hospital_load.ipynb example notebook.

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• Changed to predict test_df instead of train-df for conformal_prediction_energy_hospital_load.ipynb example notebook.

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Commits on Sep 5, 2022

• Added Evaluate performance section at the end of conformal_prediction_energy_hospital_load.ipynb example notebook.

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• Fixed the conformal interval plotting for m1 model in conformal_prediction_energy_hospital_load.ipynb.

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Commits on Sep 7, 2022

• Renamed the 'naive' conformal_method to 'residual'.

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Commits on Sep 11, 2022

• Fixed interval_width for CQR and the forecast plotting for conformal_prediction_energy_hospital_load.ipynb.

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• Added conformal_prediction.py and 'cqr_adv' conformal method.

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• Renamed conformal method 'residual' back to 'naive'.

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Commits on Sep 15, 2022

• Merge remote-tracking branch 'origin/main' into conformal-prediction

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• Merge with main branch

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• Modified conformal_prediction_energy_hospital_load.ipynb to remove all input params for m1 model except for quantiles.

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Commits on Sep 18, 2022

• Merge main to branch.

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• Added default model as m1 in feature-use/conformal_prediction_energy_hospital_load.ipynb hence 4 models m1-4.

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• Reverting last commit.

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• Added default model as m1 in feature-use/conformal_prediction_energy_hospital_load.ipynb hence 4 models m1-4.

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• Cleaned up feature-use/conformal_prediction_energy_hospital_load.ipynb a bit.

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• Modified the evaluate performance section in the conformal_prediction_energy_hospital_load.ipynb.

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Commits on Sep 19, 2022

• Modified models predictions so that it exclused first 24*3 in conformal_prediction_energy_hospital_load.ipynb.

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Commits on Sep 24, 2022

• Merge branch 'main' into conformal-prediction

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• Applied black formatting for forecaster.py, conformal_prediction.py, and plot_forecast.py files.

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Commits on Sep 25, 2022

• Added conformal_prediction_energy_hospital_load_enbpi.ipynb example notebook.

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• Added bootstrapped B vector to conformal_prediction_energy_hospital_load_enbpi.ipynb.

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• Modified conformal_prediction_energy_hospital_load_enbpi.ipynb.

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• Modified eval_df in conformal_prediction_energy_hospital_load_enbpi.ipynb.

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Commits on Sep 29, 2022

• Added cross_validation_energy_hospital_load.ipynb.

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• Merged

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• Modified conformal_prediction_energy_hospital_load_enbpi.ipynb to include val_cov_pct and make fold_overlap_pct a dependent variable.

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Commits on Oct 2, 2022

• Added val_fold_size param to both conformal_prediction_energy_hospital_load_enbpi.ipynb and cross_validation_energy_hospital_load.ipynb.

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Commits on Oct 4, 2022

• Cleared model .fit() output for conformal_prediction_energy_hospital_load.ipynb and feature-use/conformal_prediction_energy_hospital_load_enbpi.ipynb.

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Commits on Oct 9, 2022

• Added tutorials/feature-use/conformal_prediction_energy_hospital_load_enbpi_agg.ipynb.

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• Removed tutorials/feature-use/conformal_prediction_energy_hospital_load_enbpi.ipynb.

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• Added tutorials/feature-use/uncertainty_estimation_peyton_manning_old.ipynb.

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• Merge branch 'main' into split-conformal-prediction

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• Removed tutorials/feature-use/uncertainty_estimation_peyton_manning_old.ipynb.

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• Merge pull

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• removed tutorials/feature-use/cross_validation_energy_hospital_load.ipynb.

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• Removed mention of cqr_adv.

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Commits on Oct 13, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Oct 14, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Oct 15, 2022

• Merge branch 'main' into split-conformal-prediction

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• Merge branch 'main' into split-conformal-prediction

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Commits on Oct 27, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Oct 29, 2022

• Added test_split_conformal_prediction to test_uncertainty.py and renamed conformal_prediction_energy_hospital_load.ipynb to split_conformal_prediction.ipynb.

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• Applied isort to conformal_prediction.py.

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Commits on Oct 30, 2022

• Added test_split_conformal_prediction_plot to test_uncertainty.py.

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• Removed conformalize_predict() method in forecaster.py.

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• Removed benchmarking mention in docs/source/contents.rst.

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• Merge branch 'main' into split-conformal-prediction

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Commits on Oct 31, 2022

• Modified tests/test_uncertainty.py.

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• Removed test_split_conformal_prediction in tests/test_uncertainty.py.

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• Uncommented test_split_conformal_prediction in tests/test_uncertainty.py.

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Commits on Nov 2, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 4, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 12, 2022

• Merge branch 'main' into split-conformal-prediction

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• Removed test_split_conformal_prediction for testing purposes.

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• Commented out test_progress_display for testing purposes.

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• Commented out test_split_conformal_prediction_plot for testing purposes.

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• Modified test_split_conformal_prediction for testing purposes.

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• Modified test_split_conformal_prediction for testing purposes.

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Commits on Nov 13, 2022

• Added logs to conformal prediction for testing.

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• Added print to conformal prediction for testing.

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• Added print to conformal prediction for testing.

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• Commented out plot_nonconformity_scores for testing.

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Commits on Nov 14, 2022

• Added plot param for conformalize with default False.

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• Commented out test_split_conformal_prediction_plot for testing purposes.

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• Commented out test_split_conformal_prediction for testing purposes.

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• Uncommented test_split_conformal_prediction and test_split_conformal_prediction_plot for testing purposes.

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• Commented test_split_conformal_prediction and test_split_conformal_prediction_plot for testing purposes.

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• Uncommented test_split_conformal_prediction for testing purposes.

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• Uncommented test_split_conformal_prediction_plot for testing purposes.

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• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 15, 2022

• Merge branch 'main' into split-conformal-prediction

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• Modified split_conformal_prediction.ipynb

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• Modified split_conformal_prediction.ipynb

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• Modified plot_nonconformity_scores method so it returns fig.

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• Removed fig return in plot_nonconformity_scores method.

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• Set default plot param value to True for the NeuralProphet conformalize().

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• Modified split-conformal-prediction.ipynb to remove mention of plot param for conformalize method.

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• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 16, 2022

• Modified conformalize so it uses matplotlib.is_interactive() to show fig instead of passing in a plot param.

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• Reverted autoregression_yosemite_temps.ipynb notebook back to origin/main.

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• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 17, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 22, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 23, 2022

• Merge branch 'main' into split-conformal-prediction

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• Removed plot_forecast.py

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• Merge branch 'main' into split-conformal-prediction

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• Merge branch 'split-conformal-prediction' of https://github.com/ourownstory/neural_prophet into split-conformal-prediction

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• Renamed plot_forecast to plot_forecast_matplotlib in confromal_prediction.py.

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• Modified conformal prediction source code and successfully tested split_conformal_prediction.ipynb.

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• Applied black to plot_forecast_matplotlib.py.

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• Commented out test_uncertainty_estimation_plot and test_split_conformal_prediction_plot from test_uncertainty.py.

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• Modified pre_commit.bash.

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• Add test_plot_conformal_prediction to test_plotting.py.

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• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 24, 2022

• Added comments for all the conformal prediction methods.

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• Added plot_nonconformity_scores() to plot_forecast_plotly.

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• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 25, 2022

• Renamed split_conformal_prediction.ipynb to uncertainty_conformal_prediction.ipynb and uncertainty_estimation.ipynb to uncertainty_quantile_regression.ipynb.

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• Renamed uncertainty_quantile_regression.ipynb back to uncertainty_estimation.ipynb.

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• Modified viz for the conformalize() method.

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Commits on Nov 26, 2022

• Changed the plotting_backend default value to 'default' for the conformalize() method.

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Commits on Nov 27, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Nov 29, 2022

• Merge branch 'main' into split-conformal-prediction

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Commits on Dec 1, 2022

• Created Conformal config dataclass and put q_hats and conformal_method into Conformal config.

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• Merge branch 'main' into split-conformal-prediction

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