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Joseba/scores predsets #37

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@jdalch jdalch commented Oct 13, 2023

Create difference score function. Rename mad score function to absolute_difference. Create multivariate predset functions which are similar to univariate ones due to numpy broadcasting features, however documentation is different. Will test in the future when the pipeline for multivariate regression is ready and decide if we refactor.

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I see that you changed the name of the functions from xxx_interval to xxx_set. Can you please motivate your choice?

I specifically used "interval" for regression and "set" for classification. An interval is basically a set but the naming was voluntarily different to discriminate between the two tasks (reg and classif).

Anyways, this opens us to some issues if we forget to echo the changes in other modules or documentation files. For example, the call to cqr_interval wasn't updated in deel.puncc.regression module (line #429). By the way, how did the code pass the test_regression_seed test for CQR?

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Nonconformity scores for multivariate regression
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