Improving Reliability Estimation for Individual Numeric Predictions: A Machine Learning Approach

DOI10.1287/IJOC.2020.1019OpenAlexW3134485194MaRDI QIDQ5084664FDOQ5084664

Authors: Gediminas Adomavicius, Ya-qiong Wang 

Publication date: 28 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2020.1019

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zbMATH Keywords

machine learningnumeric predictionreliability of individual predictions

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Bagging predictors
• Bootstrap methods: another look at the jackknife
• On Measuring and Correcting the Effects of Data Mining and Model Selection
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• Estimation of the probability of an event as a function of several independent variables
• The Estimation of Prediction Error
• Confidence Bands for Regression Functions
• Cross-Validation of Regression Models
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• Bootstrap Model Selection
• Prediction Intervals for Artificial Neural Networks
• Advanced Lectures on Machine Learning
• Machine learning approaches for estimation of prediction interval for the model output.
• A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction
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• The problem of infra-marginality in outcome tests for discrimination
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• An algorithm for removing sensitive information: application to race-independent recidivism prediction
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Uses Software

• XGBoost

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