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Confidence Intervals for Random Forests in Python

Authors: , Polimis; , Rokem; , Hazelton;

Confidence Intervals for Random Forests in Python

Abstract

Random forests are a method for predicting numerous ensemble learning tasks. Prediction variability can illustrate how influential the training set is for producing the observed random forest predictions and provides additional information about prediction accuracy. forest-confidence-interval is a Python module for calculating variance and adding confidence intervals to scikit-learn random forest regression or classification objects. The core functions calculate an in-bag and error bars for random forest objects. Our software is designed for individuals using scikit-learn random forest objects that want to add estimates of uncertainty to random forest predictors.

Keywords

Python, scikit-learn, random forest, confidence intervals

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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