How conformal predicition relates to bootstrapping, Bayesian inference and frequentist probability
Tips on picking non-conformity scores and evaluation
Conformal prediction is not just 1 method, but a general recipe: understand once, apply everywhere
Two approaches that give you prediction intervals

December 2022

The surprisingly simple recipe that underpins this universal uncertainty quantification method
Using conformal prediction in just 3 lines of code
I’ve got an early Christmas present for you 🎁 Starting next week, this newsletter will temporarily turn into an intuitive introductory course for…
How to create arbitrary, fictive datasets with a simple script using GPT-3

November 2022

Why it can be hard to get started and how it differs from other modeling mindsets
Changes to your modeling process, like using PCA, can destroy interpretability. Here's how to leverage model-agnostic interpretation for arbitrary…
Methods like SHAP, LIME and permutation importance can disagree. Disagreements can but don't have to hint at problems.
How having more than one modeling mindset has helped me get unstuck on some modeling projects.