henrikbostrom/crepes
A Python library for conformal prediction that extends scikit-learn classifiers and regressors with calibrated uncertainty estimates.
The crepes package provides implementations of standard and Mondrian conformal classifiers, regressors, and predictive systems. It works on top of any standard scikit-learn classifier or regressor, transforming their predictions into well-calibrated p-values and cumulative distribution functions, or prediction sets and intervals with coverage guarantees. The package includes tools for computing non-conformity scores and difficulty estimates.