Multivariate Conformal Selection

This repository contains the reproduction codes and related materials presented in the paper Multivariate Conformal Selection.

Folders

• simulation/: Simulation Studies (Section 5)

  • simulation/dist_score.py: implementation of mCS-dist.
  • simulation/DL_single_score.py: implementation of mCS-learn with p-value loss (eq. 16).
  • simulation/DL_mult_score.py: implementation of mCS-learn with selection size loss (eq. 15).
  • simulation/plot_and_table.ipynb: reproducing the plots and tables in Section 5 and Appendix C.

• drug/: Real Data Application (Section 6)

  • drug/dist_score.py and drug/DL_single_score.py: similar to the corresponding files in the simulation folder.
  • drug/training_mu.ipynb: demonstration of QSAR model training and prediction.
  • drug/plot_and_table.ipynb: reproducing the plots and tables in Section 6 and Appendix D.