https://colab.research.google.com/github/aangelopoulos/conformal_classification/blob/master/example.ipynb Adapt the above to regression Maybe also implement it as a wrapper for analyzing how mis-calibrated the other UQ techniques are.
https://colab.research.google.com/github/aangelopoulos/conformal_classification/blob/master/example.ipynb
Adapt the above to regression
Maybe also implement it as a wrapper for analyzing how mis-calibrated the other UQ techniques are.