Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting

Adaptive (online/streaming) learning with uncertainty quantification and explanations using learningmachine in Python and R

Auto XGBoost, Auto LighGBM, Auto CatBoost, Auto GradientBoosting

Probabilistic Forecasting with nnetsauce (using Density Estimation, Bayesian inference, Conformal prediction and Vine copulas): nnetsauce presentation at sktime meetup (2024-07-26)

Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app)

learningmachine for Python: Machine Learning with explanations and uncertainty quantification

My presentation at ISF 2024 conference slides with nnetsauce probabilistic forecasting news.

Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks at the International Symposium on Forecasting.