Classifier-based machine learning models have a corresponding "confidence" associated with each prediction. How can you get a confidence measure for a regression model?

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    $\begingroup$ Which classifier based machine learning methods have confidence associated with each prediction? By regression, do you mean linear regression or the prediction of a continuous outcome? The method will depend on which regression method you're using, and not all will have confidence intervals associated with individual predictions. $\endgroup$ – Noah Aug 25 at 5:41
  • $\begingroup$ Confidence measure of what aspect of a regression model? $\endgroup$ – Peter Flom - Reinstate Monica Aug 25 at 10:24