"""Approximate jackknife+ for simplex-valued prediction tasks. This implementation uses leave-one-out local score normalization on the calibration sample as a practical surrogate when full model retraining is unavailable. It is closer in spirit to jackknife+ than split CP, but it is still an approximation in this project because the underlying predictor is not re-fit for each leave-one-out fold. """ import numpy as np from ._knn_sigma import knn_sigma_hat, knn_sigma_leave_one_out from ._split_quantile import split_conformal_quantile from .base import ConformalResult def jackknife_plus_conformal( R_cal: np.ndarray, R_test: np.ndarray, alpha: float, U_cal: np.ndarray | None = None, U_test: np.ndarray | None = None, loo_scores: np.ndarray | None = None, k: int = 20, ) -> ConformalResult: """Approximate jackknife+ using leave-one-out calibration scores. Args: R_cal: calibration residuals (n_cal,) R_test: test residuals (n_test,) alpha: miscoverage level U_cal: calibration predictions (n_cal, K), optional U_test: test predictions (n_test, K), optional loo_scores: pre-computed leave-one-out scores, optional k: kNN neighbors for local scale estimation when U inputs are provided Returns: ConformalResult with a global or locally-rescaled radius. """ if loo_scores is None: if U_cal is not None and U_test is not None: sigma_loo = knn_sigma_leave_one_out(U_cal, R_cal, k=k) loo_scores = R_cal / sigma_loo else: loo_scores = np.asarray(R_cal, dtype=float) else: loo_scores = np.asarray(loo_scores, dtype=float) q = split_conformal_quantile(loo_scores, alpha) if U_cal is not None and U_test is not None: sigma_test = knn_sigma_hat(U_cal, R_cal, U_test, k=k) radius = sigma_test * q else: radius = np.full_like(R_test, q, dtype=float) covered = R_test <= radius return ConformalResult(covered=covered, radius=radius, threshold=q)