docs: add in-depth examples of online martingale exchangeability tests#905
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docs: add in-depth examples of online martingale exchangeability tests#905
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* init: online martingale tests * init: raw OnlineMartingaleTest class * v0 of complete api * some improves on V0 * add references to class docstring * Improve references * not need control here * remove unnecessary control * remove kde_min_sample_size * update density estimation function * correct is_exchangeable property * update density estimation function * rename raise_warning warn * rename min_history_to_decide min_sample_size_to_decide * rename folder * init tests * fix format * update docstring * fix typing * update summary method * update docstring * fix docstring example * update is_exchangeable * jump_size should be (0,1) * update summary * update tests * fix format * fix typing * fix typing * update docstring and warning * add init * docs: quickstart online martingale exchangeability tests * fix format * improve intro * update example * update example * improve comment * update readme * rename * rename * init linear regression example * update doc * improve example * improve plot * replace "confidence_level" by "test_level" * rename "non-conformity" score to "conformity" score * rename online_martingale_tests.py online.py * rename test_online_martingale_tests.py test_online.py * rename min_sample_size_to_decide burn_in * move example to advanced analysis section * docs: improve advanced online martingale examples and warnings Agent-Logs-Url: https://github.com/scikit-learn-contrib/MAPIE/sessions/103757d3-0e48-4ac6-af2d-be1ea1f6c3ec Co-authored-by: hmaissoro <45612115+hmaissoro@users.noreply.github.com> * use MAPIE estimator * rename online.py online_tests.py * merge folders * merge folders * add tests for reach 100% coverage * _prepare_estimator is now a static method * update docstring * update example * Update regression example * update docstring's example * Fix coverage * remove docs --------- Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
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GBrelurut
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Apr 20, 2026
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GBrelurut
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GBrelurut
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Nice work.
I have some suggestions to improve implementation.
| task : Optional[Literal["classification", "regression"]], default=None | ||
| Task type. If ``None``, the task is inferred from `y`. | ||
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| test_method : {"jumper_martingale", "plugin_martingale"}, default="jumper_martingale" |
| estimator = self.mapie_estimator | ||
| assert estimator is not None | ||
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| if not estimator._is_fitted: |
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I think it should not be done silently
| "Plug-in Martingales for Testing Exchangeability on-line". | ||
| In Proceedings of the 29th ICML. Algorithm 1, page 3. | ||
| """ | ||
| # %% |
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