I am using neural network to train the data. The problem definition is something like: the neural network training provides me the prediction output and error in prediction which the difference between prediction and target. Since I have the error samples, I can derive a probability density function.
Now when I use the network for prediction using different sets of inputs, I want to know the error in this prediction. Is there a method to do this based on the pdf I derived earlier? Something to indicate the probability of error in my prediction.
Thanks. Kashyap