Merge pull request #524 from jawharmohammed/fix-EnbPI-interval-centering

Fixes #495 : Correct EnbPI Prediction Intervals centering
scikit-learn-contrib · Nov 18, 2024 · c2e08c6 · c2e08c6
2 parents 78072a2 + 70f60c7
commit c2e08c6
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Showing 4 changed files with 13 additions and 6 deletions.
diff --git a/AUTHORS.rst b/AUTHORS.rst
@@ -44,4 +44,5 @@ Contributors
 * Carl McBride Ellis <Carl-McBride-Ellis>
 * Baptiste Calot <[email protected]>
 * Leonardo Garma <[email protected]>
+* Mohammed Jawhar <[email protected]>
 To be continued ...
diff --git a/HISTORY.rst b/HISTORY.rst
@@ -7,6 +7,7 @@ History
 
 * Fix issue 525 in contribution guidelines with syntax errors in hyperlinks and other formatting issues.
 * Bump wheel version to avoid known security vulnerabilities
+* Fix issue 495 to center correctly the prediction intervals
 
 0.9.1 (2024-09-13)
 ------------------

diff --git a/mapie/estimator/regressor.py b/mapie/estimator/regressor.py
@@ -565,6 +565,11 @@ def predict(
             elif self.method == "plus":
                 y_pred_multi_low = y_pred_multi
                 y_pred_multi_up = y_pred_multi
+            elif self.method == "enbpi":
+                y_pred_aggregate = aggregate_all(
+                    self.agg_function, y_pred_multi)
+                y_pred_multi_low = y_pred_aggregate[:, np.newaxis]
+                y_pred_multi_up = y_pred_aggregate[:, np.newaxis]
             else:
                 y_pred_multi_low = y_pred[:, np.newaxis]
                 y_pred_multi_up = y_pred[:, np.newaxis]

diff --git a/mapie/tests/test_time_series_regression.py b/mapie/tests/test_time_series_regression.py
@@ -94,20 +94,20 @@
 }
 
 WIDTHS = {
-    "blockbootstrap_enbpi_mean_wopt": 3.86,
+    "blockbootstrap_enbpi_mean_wopt": 3.89,
     "blockbootstrap_enbpi_median_wopt": 3.85,
-    "blockbootstrap_enbpi_mean": 3.86,
+    "blockbootstrap_enbpi_mean": 3.89,
     "blockbootstrap_enbpi_median": 3.85,
     "blockbootstrap_aci_mean": 3.96,
     "blockbootstrap_aci_median": 3.95,
     "prefit": 4.86,
 }
 
 COVERAGES = {
-    "blockbootstrap_enbpi_mean_wopt": 0.952,
-    "blockbootstrap_enbpi_median_wopt": 0.946,
-    "blockbootstrap_enbpi_mean": 0.952,
-    "blockbootstrap_enbpi_median": 0.946,
+    "blockbootstrap_enbpi_mean_wopt": 0.956,
+    "blockbootstrap_enbpi_median_wopt": 0.956,
+    "blockbootstrap_enbpi_mean": 0.956,
+    "blockbootstrap_enbpi_median": 0.956,
     "blockbootstrap_aci_mean": 0.96,
     "blockbootstrap_aci_median": 0.96,
     "prefit": 0.97,