Conformal prediction with orange

Abstract

Conformal predictors estimate the reliability of outcomes made by supervised machine learning models. Instead of a point value, conformal prediction defines an outcome region that meets a user-specified reliability threshold. Provided that the data are indepen-dently and identically distributed, the user can control the level of the prediction errors and adjust it following the requirements of a given application. The quality of conformal predictions often depends on the choice of nonconformity estimate for a given machine learning method. To promote the selection of a successful approach, we have developed Orange3-Conformal, a Python library that provides a range of conformal prediction methods for classification and regression. The library also implements several nonconformity scores. It has a modular design and can be extended to add new conformal prediction methods and nonconformities.