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doc/theoretical_description_ccp.rst

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@@ -58,7 +58,7 @@ The method follow 3 steps:
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.. note:: It is actually a quantile regression between the transformation :math:`\Phi (X)` and the conformity scores `S`.
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Considering an upper bound :math:`M`of the conformity scores,
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Considering an upper bound :math:`M` of the conformity scores,
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such as :math:`S_{n+1} < M`:
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.. math::
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use ``unsafe_approximation=True``, which only consider:
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.. math::
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\hat{g} := \text{arg}\min_{g \in \mathcal{F}} \; \frac{1}{n} \sum_{i=1}^n{l_{\alpha^*} (g(X_i), S_i)}
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\hat{g} := \text{arg}\min_{g \in \mathcal{F}} \; \frac{1}{n} \sum_{i=1}^n{l_{\alpha} (g(X_i), S_i)}
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However, it may result in a small miscoverage.
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It is recommanded to empirically check the resulting coverage on the test set.
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:math:`\forall f \in \mathcal{F},`
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.. math::
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\mathbb{P}_f(Y_{n+1} \in \hat{C}_M^{n+1}(X_{n+1})) \geq 1 - \alpha \\
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\mathbb{P}_f(Y_{n+1} \in \hat{C}_M^{n+1}(X_{n+1})) \geq 1 - \alpha
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.. math::
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\text{and} \quad \left | \mathbb{E} \left[ f(X_{n+1}) \left(\mathbb{I} \left\{ Y_{n+1} \in \hat{C}_M^{n+1}(X_{n+1}) \right\} - (1 - \alpha) \right) \right] \right |
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\leq \frac{d}{n+1} \mathbb{E} \left[ \max_{1 \leq i \leq n+1} \left|f(X_i)\right| \right]
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