506 ccp reoptimize inference #507
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## 449-cp-with-conditional-guarantees #507 +/- ##
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Coverage ? 100.00%
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Files ? 73
Lines ? 6639
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Hits ? 6639
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Partials ? 0 ☔ View full report in Codecov by Sentry. |
Damien-Bouet
commented
Aug 9, 2024
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| Warning: | ||
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| In this tutorial, we use ``unsafe_approximation=True`` to have a faster | ||
| computation (because Read The Docs examples require fast computation). | ||
| This mode use an approximation, which make the inference (``predict``) faster, | ||
| but induce a small miscoverage. It is recommanded not to use it, or be | ||
| very careful and empirically check the coverage and a test set. | ||
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I needed to temporally use the old method (with unsafe_approximation=True), which doesn't have the theoretical guarantees, otherwise the documentation was in timeout. I will need to change the dataset, to have faster computation, or transform this .py tuto in the doc, into a true notebook, which is not run during the documentation build.
Indeed, showing in the first tuto, the deprecated method which doesn't have guarantees is not a good idea.
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Description
I added a re-optimization for each X_n+1 at inference time (in the
predict). The oldsplitmethod is still available withmapie.predict(X, unsafe_approximation=True).Fixes #506
Type of change
Please remove options that are irrelevant.
How Has This Been Tested?
Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration
Checklist
make lintmake type-checkmake testsmake coveragemake doc