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A confidence interval is an interval that covers an unknown parameter with $100(1-\alpha)\%$ confidence. Confidence intervals are a frequentist concept. They are often confused with credible intervals which is the Bayesian analog.

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quantile regression parameter for desired confidence interval

I want to plot C% confidence intervals for a regressor (GradientBoosting in my case). I found this example on scikit-learn documentation https://scikit-learn.org/stable/auto_examples/ensemble/plot_gra …
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