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fc329a3 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 | """One-shot kNN local scaling (no data splitting, no exchangeability guarantee)."""
import numpy as np
from .base import ConformalResult
from ._split_quantile import split_conformal_quantile
from ._knn_sigma import knn_sigma_hat
def oneshot_conformal(
R_cal: np.ndarray,
R_test: np.ndarray,
alpha: float,
U_cal: np.ndarray,
U_test: np.ndarray,
k: int = 20,
) -> ConformalResult:
"""One-shot locally-normalized conformal (no split for scale estimation).
Args:
R_cal: calibration residuals (n_cal,)
R_test: test residuals (n_test,)
alpha: miscoverage level
U_cal: calibration predictions (n_cal, K)
U_test: test predictions (n_test, K)
k: kNN neighbors for scale estimation
Returns:
ConformalResult (no formal coverage guarantee).
"""
# Estimate σ̂ from same calibration set (breaks exchangeability)
sigma_hat_cal = knn_sigma_hat(U_cal, R_cal, U_cal, k=k)
S_cal = R_cal / sigma_hat_cal
q = split_conformal_quantile(S_cal, alpha)
sigma_hat_test = knn_sigma_hat(U_cal, R_cal, U_test, k=k)
radius = sigma_hat_test * q
covered = R_test <= radius
return ConformalResult(covered=covered, radius=radius, threshold=q)
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