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"epsilon-SVR confidence values"
Hi all,
Is it possible to extract some sort of confidence value associated with each prediction from epsilon-SVR?
Best,
Gene ;D
Is it possible to extract some sort of confidence value associated with each prediction from epsilon-SVR?
Best,
Gene ;D
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Answers
unfortunately not, at least not specifically for the epsilon-SVR. In general, it is not that easy to get confidence information for regression. The RVM, however, is in principle able to deliber those (although it is really slow...).
Cheers,
Ingo