Opened 9 months ago

Last modified 5 weeks ago

#2631 readytorelease enhancement

Confidence Intervals for Random Forest Regression

Reported by: pfleck Owned by: gkronber
Priority: medium Milestone: HeuristicLab 3.3.15
Component: Algorithms.DataAnalysis Version: 3.3.13
Keywords: Cc:


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:1 Changed 8 months ago by pfleck


  • Added an additional function to ALGLIB that returns the prediction for each tree of a decision forest.
  • Implemented IConfidenceRegression/Solution for RandomForestModel/Solution using the variance of the predictions from the trees.

comment:2 Changed 8 months ago by pfleck

  • Milestone changed from HeuristicLab 3.3.14 to HeuristicLab 3.3.15

comment:3 Changed 8 months ago by gkronber

r14230: minor change

reviewed and tested r14107. Looks fine

comment:4 Changed 5 months ago by gkronber

  • Owner changed from pfleck to gkronber
  • Status changed from new to accepted

comment:5 Changed 5 months ago by gkronber

  • Status changed from accepted to reviewing

comment:6 Changed 5 weeks ago by gkronber

  • Status changed from reviewing to readytorelease

Reviewed this again. Even tough the naming is not optimal, I think we can release this.

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