Comments (1)
You raised a good point: in a noisy dataset (i.e., where a replicated sample could lead to different values for the target) a good model should have the IJK error correlate with the true error, or having the errorbars in the parity plot touch the bisecting line.
In my experience with the IJK, this is quite the case for the prediction&error on the training set, but this is not the case for the test set unless I have a very good model: fitted on a well representative train set, and not overfitting. If it is hard for a ML model to guess the average value of the target in the prediction, it is intrinsically harder to get a good estimate of the variance, since you should have enough training samples to make the model learn the random noise of the dataset.
Therefore, I'm asking: can you please share your dataset example? How confident are you in your model? I feel like it is more likely that you don't have enough samples to have a good model to extract a reliable standard deviation on the test set with the IJK, than proposing that the IJK is making a wrong estimate of the error.
Thanks for your contribution, I'm very interesting to go deeper in assessing the power and limits of IJK by practical examples from users!
from forest-confidence-interval.
Related Issues (20)
- cannot import name '_get_n_samples_bootstrap' HOT 3
- ValueError on multiple output problems HOT 1
- Sum taken over wrong axis HOT 2
- Can this package be adapted to perform Thompson sampling?
- Compatibility issues with scikit-learn 0.24.2 HOT 1
- Array dimensions incorrect for confidence intervals HOT 12
- New Release HOT 1
- progress indicator?
- random_forest_error() does not work without scalers.
- Unnecessary usage of training data?
- Warning: sklearn.ensemble.forest module is deprecated in version 0.22 HOT 3
- Can't uninstall forestci HOT 1
- Overflow errors HOT 4
- Not compatible with SKLearn version 0.22.1 HOT 4
- amount of trees needed to work
- All 0's in `g_eta_raw`.
- forest error are all NaN HOT 8
- Applicability to non-binary classification tasks
- Allow general bagging estimators
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from forest-confidence-interval.