Generating Confidence Intervals for Regression Models

An explanation and study of several model-agnostic methods

It is very common for a data scientist to develop regression models to predict some continuous variable on its daily job. What may not be so common, especially when we are learning about regression methods, is how to define a confidence interval for a given prediction of our model.

Of course, there are models that have a built-in way of defining this interval, and when dealing with …

confidence confidence-interval data science machine learning regression