How Reliable is Your Regression Model's Uncertainty Under Real-World Distribution Shifts?
Fredrik K. GustafssonMartin DanelljanThomas B. SchönPublished in: Trans. Mach. Learn. Res. (2023)
Keyphrases
- regression model
- real world
- prediction intervals
- model selection
- regression analysis
- prediction model
- gaussian process
- support vector regression
- regression methods
- generalized linear models
- explanatory variables
- linear model
- independent variables
- kernel regression
- regression trees
- decision trees
- multivariate regression
- survival analysis
- linear regression model
- locally weighted
- probability distribution
- interval valued data
- marginal distributions
- extreme values
- random variables
- maximum likelihood
- probabilistic model