Predictive uncertainty in ML with conformal inference
Graduate course, University of Torino and Collegio Carlo Alberto, 2023
This is a short but intensive course on cutting-edge distribution-free methods for predictive inference using complex machine learning algorithms. This course will cover both the theory and practice of distribution-free predictive inference. Computer-based sessions will focus on hand-on implementations of the described methods using the Python programming language (students will be assumed to have some familiarity with Python), and on applications to real data.