This repo contains codes for our paper on Optimal-Transport based conformal prediction, available at https://arxiv.org/abs/2501.18991v2
functions.py contains our main functions
Classification.ipynb contains experiments for Classification in the main body of the paper.
Classification2.ipynb contains experiments for Classification in the supplementary material for K=5 labels.
The file 'data' contains the real datasets that were downloaded from https://github.com/tsoumakas/mulan/blob/master/data/multi-target/README.md
Regression.ipynb contains experiments for Regression, on simulated data and on real data.
Experiments in classification require the package arc for the ARS method, available at: https://github.com/msesia/arc Folder : arc
Experiments in regression involve the local ellipsoid method, available at: https://github.com/M-Soundouss/EllipsoidalConformalMTR/tree/main File : ellipsoidal_conformal_utilities.py