How to Predict Risk-Proportional Intervals with Conformal Quantile Regression

This algorithm — published in 2019 by Stanford scholars — combines quantile regression with conformal prediction. Here is how to implement it in Python.

Samuele Mazzanti
Towards Data Science
9 min readJan 28, 2022

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Your company asks you to build a model to predict the selling price of items at…

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