Anybody know how to calculate confidence intervals from the gbm.predict() function? I'd like a method to ascertain a 95% confidence band on my gbm predictions.
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1I'm guessing you mean predict.gbm from the gbm package? – Dason Mar 03 '14 at 05:28
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The confidence should be calculated based on your source data and the fitted model. Any predictions you make can be no better than that calculation. – Carl Witthoft Mar 03 '14 at 12:58