In the last couple of weeks I've been learning about #ConformalPrediction, a family of algorithms to measure the uncertainty of predictions made by #MachineLearning models.

Here are a few links to get you started:
- CP course by @ChristophMolnar https://mindfulmodeler.substack.com/p/week-1-getting-started-with-conformal
- Multi-class notebook (in Spanish) https://nbviewer.org/github/MMdeCastro/Uncertainty_Quantification_XAI/blob/main/UQ_multiclass.ipynb
- MAPIE library: https://mapie.readthedocs.io/en/latest/index.html
- TorchCP library: https://github.com/ml-stat-Sustech/TorchCP