Fit target-aware split-conformal calibration
Source:R/conformal-prediction.R
fit_gazepoint_conformal.RdThis function provides conservative split-conformal calibration for explicitly observed regression or binary classification outcomes. When a grouped calibration unit is supplied, row scores are aggregated to the maximum score within each calibration unit before the conformal quantile is estimated. This records and respects the calibration unit but does not claim distribution-free coverage under arbitrary dependence.
Arguments
- truth
Observed calibration outcomes.
- prediction
Numeric predictions for regression.
- probability
Positive-class probabilities for classification.
- task_type
"regression"or"classification".- positive
Positive class label for classification.
- level
Nominal coverage level.
- calibration_unit
Calibration unit.
- unit
Optional group identifier for grouped calibration.
- generalization_target
Declared generalization target.