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REFACTOR: restucture the MapieQuantileRegressor Fit - Split the fit into prefit_estimators, fit_estimators and conformalize #566

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merged 7 commits into from
Dec 16, 2024

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jawadhussein462
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@jawadhussein462 jawadhussein462 commented Dec 16, 2024

Description

This PR refactors the MapieQuantileRegressor class by restructuring its fit method into three distinct steps:

  1. prefit_estimators: Used when the quantile estimators are already pre-fitted. This ensures that existing fitted estimators are reused without additional training.
  2. fit_estimators: Used when the quantile estimators are not pre-fitted. This step trains the estimators from scratch.
  3. conformalize: Applies conformal prediction adjustments and computes residuals errors.

Type of change

Please remove options that are irrelevant.

  • New feature (non-breaking change which adds functionality)

Checklist

  • I have read the contributing guidelines
  • I have updated the HISTORY.rst and AUTHORS.rst files
  • Linting passes successfully : make lint
  • Typing passes successfully : make type-check
  • Unit tests pass successfully : make tests
  • Coverage is 100% : make coverage
  • Documentation builds successfully and without warnings : make doc

…nto prefit_estimators, fit_estimators and conformalize
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codecov-commenter commented Dec 16, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 100.00%. Comparing base (614293e) to head (dc4fc26).
Report is 825 commits behind head on master.

Additional details and impacted files
@@             Coverage Diff             @@
##            master      #566     +/-   ##
===========================================
  Coverage   100.00%   100.00%             
===========================================
  Files           39        62     +23     
  Lines         4616      6006   +1390     
  Branches       487       450     -37     
===========================================
+ Hits          4616      6006   +1390     

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@Valentin-Laurent Valentin-Laurent merged commit c39946f into master Dec 16, 2024
0 of 8 checks passed
@Valentin-Laurent Valentin-Laurent deleted the refactor_cqr_split_fit branch December 16, 2024 15:52
Valentin-Laurent added a commit that referenced this pull request Dec 16, 2024
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4 participants