Confidence Intervals for Random Forest Regression
|Reported by:||pfleck||Owned by:||gkronber|
The IConfidenceBoundRegressionModel/Solution could also be implemented for Random Forest Regression by calculating the variance of the single trees.
A small ALGLIB change will be necessary since there is no method of returning the variance or the values for each single tree yet.
The implementation depends on #2597.
Change History (6)
comment:2 Changed 8 months ago by pfleck
- Milestone changed from HeuristicLab 3.3.14 to HeuristicLab 3.3.15
comment:4 Changed 5 months ago by gkronber
- Owner changed from pfleck to gkronber
- Status changed from new to accepted