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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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Predicting Uncertainty in Random Forest Regression [duplicate]

Scenario: I'm trying to build a random forest regressor to accelerate probing a large phase space. I'm using python/scikit-learn to perform the regression, and I'm able to obtain a model that has a r …
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