Add support to conformalized Bayes for Regression tasks

[pasq-cat]

add the support to conformalized bayes for regression tasks to conformalprediction.jl (part of gsoc 24)

[github-actions]

Remaining comments which cannot be posted as a review comment to avoid GitHub Rate Limit

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ConformalPrediction.jl/src/conformal_models/inductive_bayes_regression.jl

Lines 67 to 70 in c877b5f

	where ``\mathcal{D}_{\text{calibration}}`` denotes the designated calibration data.
	"""
	function MMI.predict(conf_model::BayesRegressor, fitresult, Xnew)
	fμ, fvar = MMI.predict(conf_model.model, fitresult, MMI.reformat(conf_model.model, Xnew)...)

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ConformalPrediction.jl/src/conformal_models/inductive_bayes_regression.jl

Lines 74 to 75 in c877b5f

	return fμ, fvar
	end

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ConformalPrediction.jl/src/conformal_models/inductive_classification.jl

Line 10 in c877b5f

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ConformalPrediction.jl/src/conformal_models/utils.jl

Line 167 in c877b5f

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ConformalPrediction.jl/src/conformal_models/utils.jl

Line 169 in c877b5f

[pasq-cat]

@MojiFarmanbar there is a compatibility issue between laplaceredux and the Random package affecting ONLY julia 1.7
.

I think the issue is that the laplaceredux package only support Random 1.9 or 1.10 when Random seems to be at version 1.7

conformalprediction.jl does not seem to have the same problem because in compat it has Random = "1.7, 1.8, 1.9, 1.10"

do we need to make a new small release of lapalceredux?

[pasq-cat]

i will try

[MojiFarmanbar]

@Rockdeldiablo i would suggest let's focus on classification part. for this we can wait for Patrick, he is more experienced than me regarding packaging in Julia. I will also look at it

[pat-alt]

Let's remove legacy compat and just use 1.9, 1.10 where 1.10 is the new LTS. Make sure to also remove tests on legacy version from the CI.yml

[pat-alt]

Overall looking really good to me but some minor comments as discussed.

Let's change this PR to 'Bayes Regression only', properly document and test things and then merge.

Then classification in another final PR

[pat-alt]

Can we use a different name for the function (or in any case not use camel case)

[pasq-cat]

@pat-alt if i remove the assert a lot of test fails because the test file is written so that normal deterministic neural networks are used for regression. It's not a problem of BayesRegressor. what do i do?

[pasq-cat]

@pat-alt how do i solve this issue?
"
Got exception outside of a @test
ArgumentError: There is no model named "BayesRegressor" in the registry.
Run models() to view all registered models, or models(needle) to restrict search to models with string needle in their name or documentation.
Stacktrace:"

models() it's not recognized as a command

[pat-alt]

Ahh I think this is because LaplaceRedux has not been added to MLJ's model registry. Could you open an issue for that on LR.jl please? For now I think here we will indeed have to depend on LR.jl to have access to the model type

[pasq-cat]

Ahh I think this is because LaplaceRedux has not been added to MLJ's model registry. Could you open an issue for that on LR.jl please? For now I think here we will indeed have to depend on LR.jl to have access to the model type

so for now i reintroduce the assert and install laplaceredux so that the tests do not give errors? then, when laplaceredux is added to MLJ we can remove this constrain

[pat-alt]

Yes, let's do that 👍🏽