How to make uncertainty estimation? #97
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Hi, I came across this project from this paper (https://papers.nips.cc/paper/2017/file/9ef2ed4b7fd2c810847ffa5fa85bce38-Paper.pdf). However, the docs and the code is not clear on how to make the actual uncertainty estimation for a prediction. |
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Replies: 1 comment 1 reply
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Hi @thetenthbox, models implemented in this package are not intended for the use of uncertainty estimation, but improving the predictive performance of a single base estimator instead. After a rough searching over Github repos, it looks like that currently there is no package that provides a collection of methods used for uncertainty estimation. We will consider to add the support on uncertainty estimation in the feature ;-) |
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Thank you very much for your quick reply. I appreciate the work you have done so far :D ! |
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Hi @thetenthbox, models implemented in this package are not intended for the use of uncertainty estimation, but improving the predictive performance of a single base estimator instead.
After a rough searching over Github repos, it looks like that currently there is no package that provides a collection of methods used for uncertainty estimation. We will consider to add the support on uncertainty estimation in the feature ;-)