Advanced uncertainty quantification using conformal prediction methods on California Housing dataset
git clone https://github.com/OJules/Conformal-Prediction-Housing.git
cd Conformal-Prediction-Housing
pip install -r requirements.txt
jupyter notebook Prediction_Conforme_Jules_Odje.ipynbThis project implements conformal prediction methods for regression tasks with a focus on uncertainty quantification. Using the California Housing dataset, we demonstrate how conformal prediction provides statistically valid prediction intervals.
- ✅ Conformal Prediction Implementation from scratch
- ✅ Statistical Guarantees for prediction intervals
- ✅ Uncertainty Quantification with coverage analysis
- ✅ Real-world Dataset (California Housing)
- ✅ Complete Pipeline from data prep to evaluation
- Split Conformal Prediction approach
- Nonconformity Scores calculation
- Prediction Intervals with guaranteed coverage
- Performance Evaluation metrics
class ConformePredictionProject:
def __init__(self, alpha=0.1):
# Alpha = significance level (10% for 90% coverage)
self.alpha = alpha
def prepare_data(self, test_size=0.2, calib_size=0.25):
# Train/Calibration/Test split for conformal prediction
def fit_conformal_predictor(self):
# Implement conformal prediction algorithm- Target Coverage: 90% (α = 0.1)
- Empirical Coverage: [Results from your implementation]
- Average Interval Width: [Results from your implementation]
- Demonstration of distribution-free uncertainty quantification
- Comparison with standard regression confidence intervals
- Analysis of prediction interval efficiency
- Language: Python 3.8+
- ML Framework: scikit-learn
- Data Processing: pandas, numpy
- Visualization: matplotlib
- Environment: Jupyter Notebook
Conformal-Prediction-Housing/
├── Prediction_Conforme_Jules_Odje.ipynb # Main implementation
├── Prediction_Conforme_Project.pdf # Detailed report
├── requirements.txt # Dependencies (to be added)
├── README.md # This file
└── results/ # Output plots & metrics (to be added)
This work is part of my Master's research in Statistics at Université de Neuchâtel and MIASHS/AI at Université Lyon 2, focusing on:
- Uncertainty quantification in machine learning
- Conformal prediction theory and applications
- Statistical guarantees for predictive models
Related Thesis Work:
- Master's MIASHS: "Conformal Risk Control for Semantic Uncertainty Quantification in CT"
- Master's Statistics: "Statistical Efficacy Study of Prevention Campaigns in Switzerland"
- Vovk, V., Gammerman, A., & Shafer, G. (2005). Algorithmic Learning in a Random World
- Angelopoulos, A. N., & Bates, S. (2021). A gentle introduction to conformal prediction and distribution-free uncertainty quantification
- Lei, J., G'Sell, M., Rinaldo, A., Tibshirani, R. J., & Wasserman, L. (2018). Distribution-free predictive inference for regression
Interested in conformal prediction? Feel free to:
- Open issues for questions or suggestions
- Submit pull requests for improvements
- Connect with me for research collaboration
Jules Odje - Data Scientist | Aspiring PhD Researcher
📧 odjejulesgeraud@gmail.com
🔗 LinkedIn
🐙 GitHub
"Providing statistical guarantees for uncertainty quantification in machine learning" ✨