Questions tagged [confidence]
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30 questions
7
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1
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935
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Nested-cross validation pipeline and confidence intervals
I'm hoping someone can help me think through this. I've come across a lot of different resources on nested-cv, but I think I'm confused as to how to go about model selection and the appropriate ...
2
votes
1
answer
191
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Is there a model that can predict continuous data while also providing a level of confidence in the prediction?
The problem with Bayesian neural network seems to be that it is primarily working for classification problems. Is it possible to adjust this neural network, or even use a different model if one exists,...
0
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0
answers
410
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How to compute confidence interval xgboost regressor?
I have time series data to predict values for the next 6 months.
I have an xgboost model that predicts the six individual months, for the business what is important is that the cumulative value of ...
1
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0
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33
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How to compare 55 models using AUC bootstrap confidence intervals?
I want to check if there is a difference in the confidence intervals of 55 models and select just one model. What should I do?
0
votes
1
answer
276
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Understand and compute confidence interval and coefficient of variation for regression model
I would like to better understand the concepts of:
coefficient of variation and confidence interval.
Trivially taking the definitions from wikipedia:
confidence interval (CI)
In frequentist ...
1
vote
0
answers
45
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Correctness of derivation for binary F1 variance for F1 confidence intervals
I'm developing a python library for confidence intervals for common accuracy metrics, with both analytic and bootstrap computations.
Following this paper, I implemented the Macro and Micro F1 scores ...
1
vote
1
answer
649
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Precision vs probability
Say I have a model which predicts a class $C_i$ from an input $X$, with a probability of 0.95 i.e $P(C_i| X)=0.95$. That would mean that if we do this over and over, then 95/100 times we would be ...
1
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0
answers
92
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Is there a way to quantify uncertainty in classification?
I'm thinking of a way to build an extension to a binary classifier (actually I will get the output probabilities like in logistic regression, so technically you should call this regression) that ...
0
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0
answers
21
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How to find confidence sets for a bunch of regression functions?
Unlike confidence intervals where we are interested in indicating a range of beta values in which the true parameter lies 95% of all times, I would like to understand how confidence sets are ...
0
votes
1
answer
48
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Statistical significance in multiple groups
What is the most appropriate test to validate significance in the case I'm comparing multiple different groups? e.g.
I have different groups of ages (teenager, young, adult, elderly) and a conversion ...
1
vote
1
answer
105
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Overall acurracy +/- E (with 90% C.I.)
I am assessing the accuracy of my classification model. I performed a 4-folds cross-validation and I obtained the following Overall Accuracy: OA = (0.910, 0.920, 0.880, 0.910). So, the average OA is 0....
1
vote
1
answer
139
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How to test the confidence for a rule based system?
I have a multi-class dataset and I generated based on it rules. That is, if certain features are seen then it must be a certain class. I chose only rules with precision 1 (with respect to the whole ...
1
vote
1
answer
473
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How to use confidence labels?
I have 2 sets of training data in csv files. The training data have class labels, 1 for memorable, and 0 for not memorable. In addition, there is also a confidence label for each sample. The class ...
1
vote
0
answers
93
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Evaluate Dendrogram Statistical Significance
I have N=21 objects and each one has about 80 possible not NaN descriptors.
I carried out a hierarchical clustering on the objects and I obtained this dendrogram.
I want some kind of 'confidence' ...
1
vote
2
answers
149
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How are the confidence intervals of a model interpreted?
I am doing some work with R and after obtaining the confusion matrix I have obtained the following metrics corresponding to a logistic regression:
...