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RFpredInterval: An R Package for Prediction Intervals with Random Forests and Boosted Forests. (arXiv:2106.08217v2 [stat.ML] UPDATED)
March 9, 2022, 2:12 a.m. | Cansu Alakus, Denis Larocque, Aurelie Labbe
cs.LG updates on arXiv.org arxiv.org
Like many predictive models, random forests provide point predictions for new
observations. Besides the point prediction, it is important to quantify the
uncertainty in the prediction. Prediction intervals provide information about
the reliability of the point predictions. We have developed a comprehensive R
package, RFpredInterval, that integrates 16 methods to build prediction
intervals with random forests and boosted forests. The set of methods
implemented in the package includes a new method to build prediction intervals
with boosted forests (PIBF) and …
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