Extremely randomized neural networks for constructing prediction intervals

DOI10.1016/J.NEUNET.2021.08.020MaRDI QIDQ6055139zbMATH OpenOpenAlexFDO

Authors Tullio Mancini, Hector Calvo-Pardo, Jose Olmo

Publication date 28 September 2023

Published in Neural Networks (Search for Journal in Brave)

Full work available at URL https://eprints.soton.ac.uk/453786/1/Ensemble_MCPO.pdf

zbMATH Keywords

dropoutensemble methodsneural networksprediction intervaluncertainty quantification

Mathematics Subject Classification ID

Neural nets and related approaches to inference from stochastic processes (62M45) Artificial neural networks and deep learning (68T07)

Recommendations

• Neural random forests
• Prediction Intervals for Neural Networks via Nonlinear Regression
• Regression conformal prediction with random forests
• scientific article; zbMATH DE number 1304937
• Machine learning approaches for estimation of prediction interval for the model output.

Cites work

• S-values: conventional context-minimal measures of the sturdiness of regression coefficients
• A mean field view of the landscape of two-layer neural networks
• Adaptively combined forecasting for discrete response time series
• Approximation by superpositions of a sigmoidal function
• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
• Bayesian Model Averaging for Linear Regression Models
• Bootstrap methods: another look at the jackknife
• Can we trust the bootstrap in high-dimensions? The case of linear models
• Deep learning
• Deep neural networks for estimation and inference
• Extremely randomized trees
• Frequentist model averaging estimation: a review
• scientific article; zbMATH DE number 6378127 (Why is no real title available?)
• scientific article; zbMATH DE number 46726 (Why is no real title available?)
• Mixtures of g-priors in generalized linear models
• Prediction Intervals for Artificial Neural Networks
• Prediction Intervals for Neural Networks via Nonlinear Regression
• Random forests
• Reliable classification: learning classifiers that distinguish aleatoric and epistemic uncertainty
• Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion

Cited in

(3)

• Randomization and entropy in machine learning and data processing
• Neural random forests
• Output-weighted and relative entropy loss functions for deep learning precursors of extreme events

This page was built for publication: Extremely randomized neural networks for constructing prediction intervals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6055139)