Conformal Predictor

Calculates the table with p-values for test data based on the provided calibration table. The p-value for a class is the fraction of entries from that class in the calibration set that have a model probability less than or equal to the model probability for the record under consideration. Small p-values indicate records that are nonconforming, larger p-values indicate records that are conforming. (Reference: Vovk, V., Gammerman, A. and Shafer, G., 2005. Algorithmic learning in a random world. Springer Science & Business Media.)

Options

Target column
A column with target column that is being predicted.
Keep All Columns
If checked all columns from input table will be also included into output table along with calibration columns.
Keep ID column
If checked selected ID column from input table will be included into output table.

Input Ports

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Table with predictions and class probabilities. Target variable must have the same domain as the calibration table.
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Calibration Table

Output Ports

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Table with calibrated predictions and p-values.

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