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There's been a lot of recent research on model-agnostic algorithms for estimating prediction intervals for any machine learning model. I think conformal prediction intervals are one of the main methods.
Does mlr3 have any methods for calculating prediction intervals for general learners? Or are there any plans to add this?
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There's been a lot of recent research on model-agnostic algorithms for estimating prediction intervals for any machine learning model. I think conformal prediction intervals are one of the main methods.
Does mlr3 have any methods for calculating prediction intervals for general learners? Or are there any plans to add this?
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