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[WIP] Update of prediction intervals - #8

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ogrisel merged 8 commits into
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add-prediction-intervals
Sep 17, 2026
Merged

ogrisel merged 8 commits into
mainfrom
add-prediction-intervals

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@snath-xoc

@snath-xoc snath-xoc commented Jul 31, 2026 •

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This PR updates the HGBRQuantile and BinnedQuantile Regressor based predictions using the updated skrub data operations. Tutorial helpers are also updated so as to read in the formatted data. ping @jeromedockes @ogrisel

To do:

  • Undo the skip of prediction_interval.py in the pixi.toml
  • Fix some bugs in the bqr pipeline
  • Add in tabicl based quantile predictions

@snath-xoc

snath-xoc commented Sep 5, 2026 •

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@jeromedockes I added in TabICL, it does look like it performs better (see reliability diagrams for lower and upper quantiles). I am not sure whether we should just merge it to the prediction_interval.py section or keep it separately as an independent file, what do you think?

Tutotial helper for plotting needed to be changed a bit as well due to data type mismatch but otherwise not much more changes there.

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thanks @snath-xoc !

I checked that both notebooks are running and giving the expected results, so I think it can be a good idea to merge it so that all the main pieces are in there and then do further improvements with smaller iterations

Comment thread content/python_files/tabicl_time_series_forecasting.py Outdated
@snath-xoc

snath-xoc commented Sep 11, 2026 •

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Alright, just updated the plot_predictions @jeromedockes, @ogrisel and @glemaitre we can merge and then add in more useful explanations/iterate?

@ogrisel

ogrisel commented Sep 17, 2026

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Merging and let's iterate.

@ogrisel
ogrisel merged commit a8ebf43 into main Sep 17, 2026
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3 participants