Random Forest Prediction Intervals

DOI10.1080/00031305.2019.1585288OpenAlexW2938336646WikidataQ126510002 ScholiaQ126510002MaRDI QIDQ5869307

Joshua T. Zimmerman, Daniel J. Nordman, Dan Nettleton, Haozhe Zhang

Publication date: 28 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2019.1585288

zbMATH Keywords

coverage ratequantile regression forestsinterval widthconformal inferenceout-of-bag prediction errors

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Quantifying uncertainty of subsampling-based ensemble methods under a U-statistic framework, Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models, Methods to compute prediction intervals: a review and new results, Robust prediction interval estimation for Gaussian processes by cross-validation method, Computer Model Calibration with Time Series Data Using Deep Learning and Quantile Regression

Uses Software

• randomForest
• PredictiveRegression
• conformalInference

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