Multivariate prediction intervals for bagged models
Accurate uncertainty estimates can significantly improve the performance of iterative design of experiments, as in sequential and reinforcement learning. For many such problems in engineering and the physical sciences, the design task depends on multiple correlated model outputs as objectives and/or...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2023-01-01
|
| Series: | Machine Learning: Science and Technology |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/2632-2153/acb9d5 |