Concerning the wrappedclassifier with mondrian conformal prediction would it be safe to use the p-value of the predicted class as a calibrated probability or a good estimate of uncertainty. If not, any advice on could work as an estimate of uncertainty seeing that the predict_proba outputs uncalibrated probabilities based on the wrapped classifier. Note, I am working on a multiclass problem so Venn-ABERS does not seem to be applicable. I have already considered set size per instance but I was hoping for something more informative. Thanks in advance for any response.
Concerning the wrappedclassifier with mondrian conformal prediction would it be safe to use the p-value of the predicted class as a calibrated probability or a good estimate of uncertainty. If not, any advice on could work as an estimate of uncertainty seeing that the predict_proba outputs uncalibrated probabilities based on the wrapped classifier. Note, I am working on a multiclass problem so Venn-ABERS does not seem to be applicable. I have already considered set size per instance but I was hoping for something more informative. Thanks in advance for any response.