venn-abers

Calibrated Explanations is an explanation method for uncertainty-aware explanations of classification and regression models.

An implementation of Self-Calibrating Conformal Prediction, accepted to Neurips 2024. SC-CP combines Venn-Abers calibration and conformal prediction to deliver calibrated point predictions alongside prediction intervals with finite-sample validity conditional on these predictions.

Code for submitted paper

Binary classifier with Venn-ABERS calibration, temporal validation, hyper-parameter optimisation, and fraud detection out of the box

API REST con FastAPI para la predicción de riesgo de crédito. Cuantificación de incertidumbre epistémica mediante intervalos de Venn-Abers y política de derivación automatizada/humana de expedientes.

Optimización de modelos de riesgo de crédito mediante Optuna (TPE), calibración de probabilidades (ECE, Brier score) y cuantificación de incertidumbre epistémica con intervalos de Venn-Abers.