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Distributions as Features in Machine Learning

The Problem Let's assume I have a problem that seems perfect for supervised learning. However, some of the measurements I would like to use as features are not point estimates but are instead ...
Jake Greene's user avatar
3 votes
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Propagating uncertainties using random forest out-of-bag accuracy estimates

Let's say I train a random forest on some data and get an out-of-bag accuracy estimate of 90%. I then predict a quantity using this trained forest. What should be the uncertainty I give to that ...
rhombidodecahedron's user avatar