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Introducing Fortuna: A library for uncertainty quantification

AWS Machine Learning

Fortuna provides calibration methods, such as conformal prediction, that can be applied to any trained neural network to obtain calibrated uncertainty estimates. This concept is known as calibration [Guo C. 2017] , and conformal prediction [Angelopoulos A.N. 2017] , and conformal prediction [Angelopoulos A.N.