Comments (2)
LacombeLouis
commented on June 8, 2024
1
Hey @AndreaPi,
Thank you for the issue raised. This is indeed something we have thought about, #97 #431. Our roadmap is quite busy at the moment, but we will have a half year review soon.
Are there any papers you've identified that could be implemented into MAPIE that describe the solution you want?
Thank you!
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AndreaPi
commented on June 8, 2024
Hi @LacombeLouis,
thanks for the answer! Regarding papers, I'm definitely not an expert on this topic, but here are a few papers that seem relevant to me:
https://proceedings.mlr.press/v162/angelopoulos22a/angelopoulos22a.pdf
https://arxiv.org/abs/2110.00816
https://arxiv.org/abs/2101.12002
Alternatively, I wonder if you're in contact with Ryan Tibshirani? He didn't cover multioutput regression in his course this year https://www.stat.berkeley.edu/~ryantibs/statlearn-s24/ but I'm sure either he or Yaniv Romano may have tips on this. Finally, I may ask Anastasios Angelopoulos, though I guess he'll point me back to his paper above.
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