isotonic-calibration

An implementation of Self-Calibrating Conformal Prediction, accepted to Neurips 2024. SC-CP combines Venn-Abers calibration and conformal prediction to deliver calibrated point predictions alongside prediction intervals with finite-sample validity conditional on these predictions.

Code for causal isotonic calibration for heterogeneous treatment effects (appeared in ICML, 2023)

NFL player prop projection model (isotonic calibration + EV)

NPB player prop projection model (isotonic calibration + EV)

SOCCER player prop projection model (isotonic calibration + EV)

NHL player prop projection model (isotonic calibration + EV)

PGA player prop projection model (isotonic calibration + EV)

NBA player prop projection model (isotonic calibration + EV)

MLB player prop projection model (isotonic calibration + EV)

AFL player prop projection model (isotonic calibration + EV)

WNBA player prop projection model (isotonic calibration + EV)

SACB player prop projection model (isotonic calibration + EV)

NCAAF player prop projection model (isotonic calibration + EV)

TENNIS player prop projection model (isotonic calibration + EV)

Player prop projection models for 13 sports, with isotonic calibration and EV tooling

LOL player prop projection model (isotonic calibration + EV)