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Avoid generating the full cpds array when calculating CRPS #10

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henrikbostrom opened this issue Jun 20, 2023 · 0 comments
Open

Avoid generating the full cpds array when calculating CRPS #10

henrikbostrom opened this issue Jun 20, 2023 · 0 comments
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enhancement New feature or request

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@henrikbostrom
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A memory issue (#9) was fixed in version 0.5.0; instead of always generating the cpds array within the predict method of ConformalPredictiveSystem, this is now done only when requested (by return_cpds=True) or when including "CRPS" among the metrics to evaluate (which currently is the default). The latter should preferably be calculated without generating the full cpds array (which may consume a lot of memory for very large calibration and test sets).

@henrikbostrom henrikbostrom added the enhancement New feature or request label Jun 20, 2023
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