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Prediction Intervals for Random Forests

Haozhe Zhang, Chancellor Johnstone

Last update: 12 May 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.0

Cites work

• Prediction intervals with random forests
• Random Forest Prediction Intervals
• Boosting Random Forests to Reduce Bias; One-Step Boosted Forest and its Variance Estimate
• HDI-Forest: Highest Density Interval Regression Forest
• Conformalized Quantile Regression

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