How Reliable is Your Regression Model's Uncertainty Under Real-World Distribution Shifts?
Fredrik K. GustafssonMartin DanelljanThomas B. SchönPublished in: CoRR (2023)
Keyphrases
- regression model
- real world
- prediction intervals
- regression analysis
- generalized linear models
- regression methods
- model selection
- multivariate regression
- linear regression model
- linear model
- probability distribution
- explanatory variables
- gaussian process
- prediction model
- support vector regression
- regression trees
- kernel regression
- data mining
- regression method
- logistic regression models
- locally weighted
- survival analysis
- machine learning
- feature selection
- multiple linear regression
- independent variables
- decision trees
- bayesian networks
- random variables
- software effort
- density estimation