This post is mainly (but not only) a test, because I had a broken xml feed for my R posts, and I wanted to see if it was fixed.
It’s about my last R posts from june and july, which are:
- Using scikit-learn models in R easily with the
tisthemachinelearnerR package - How conformalization helps weak models
- Fast Conformal Prediction for Some Machine Learning Models (jackknife+ and no refitting)
Using scikit-learn models in R easily with the tisthemachinelearner R package
This post is about the tisthemachinelearner R package, that allows to use scikit-learn models in R. It is a wrapper around the tisthemachinelearner Python package. Prediction intervals can be computed using either split conformal prediction, surrogate methods or the bootstrap.
Read: https://thierrymoudiki.github.io/blog/2026/06/21/r/tisthemllearner
In this post, we compare split conformal prediction across several predictive models, using R package mlS3.
Read: https://thierrymoudiki.github.io/blog/2026/06/07/r/conformalization-helps-weak-models
Fast Conformal Prediction for Some Machine Learning Models (jackknife+ and no refitting)
It’s surprisingly fast to obtain conformal jackknife+ prediction intervals for Machine Learning models of the form \(\hat{y} = Sy\) (including Ordinary Least Squares, Ridge Regression, Random Vector Functional Link Networks, Kernel Ridge Regression, smoothing splines, and local polynomial regression). No refitting involved, just Linear Algebra. Read https://www.researchgate.net/publication/408161842_Fast_Conformal_Prediction_for_Some_Machine_Learning_Models_via_Closed-Form_Jackknife.
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