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lasso-and-inductive-conformal-prediction-algorithm's Introduction

Lasso and Inductive Conformal Prediction Algorithm

Overview

This repository contains Python code implementing Lasso regression and an Inductive Conformal Predictor for predicting diabetes-related outcomes. The code utilizes the scikit-learn library for Lasso regression and inductive conformal prediction principles.

Files

  • lasso_diabetes.py: Python script implementing Lasso regression on the diabetes dataset.
  • lasso_diabetes_tabsep.py: Python script implementing Lasso regression on a tab-separated diabetes dataset.
  • conformal_prediction.py: Python script implementing the Inductive Conformal Predictor.
  • README.md: Overview of the repository and usage instructions.

Instructions

  1. Lasso Regression for diabetes dataset

    • Load the diabetes dataset using load_diabetes from sklearn.
    • Split the dataset into training and testing sets.
    • Train Lasso models with different alpha values and assess their performance.
    • Evaluate the number of selected features and their impact on test R2.
    • Visualize the relationship between test R2 and the number of features.
  2. Lasso Regression for tab-separated diabetes dataset

    • Read the tab-separated diabetes dataset.
    • Split the dataset into training and testing sets.
    • Train Lasso models with different alpha values and evaluate their performance.
    • Assess the number of selected features and their impact on test R2.
    • Visualize the relationship between test R2 and the number of features.
  3. Standard Scaling and Cross-validation

    • Preprocess the training and test sets using StandardScaler.
    • Choose the regularization parameter for Lasso using cross-validation on the training set.
  4. Inductive Conformal Predictor

    • Split the original training data into new training and calibration data.
    • Preprocess data using StandardScaler.
    • Find the best parameter for Lasso and predict preprocessed calibration data.
    • Calculate non-conformity measures and define significance levels.
    • Predict for scaled test data and calculate prediction intervals.
    • Assess error rates for predicted labels at different significance levels.

Dependencies

  • Python3
  • scikit-learn
  • pandas
  • matplotlib
  • numpy

How to Use

  1. Clone the repository:

    git clone https://github.com/your_username/lasso-conformal-prediction.git
  2. Install dependencies:

    pip install scikit-learn pandas matplotlib numpy
  3. Run the Python scripts as needed:

    python Lasso_and_Inductive_Conformal_Prediction_Algorithm.ipynb

Feel free to explore and modify the code to suit your specific needs. For more details, refer to the comments within each script.

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