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Consider "backend GP" for uncertainty estimation on non-GP models #68

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ardunn opened this issue Jul 22, 2019 · 1 comment
Open

Consider "backend GP" for uncertainty estimation on non-GP models #68

ardunn opened this issue Jul 22, 2019 · 1 comment
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enhancement v1.2 updates for version 1.2

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ardunn commented Jul 22, 2019

A GP can be trained on the residuals of predictions in order to estimate uncertainty. This may be superior to bootstrap estimation in terms of computation time at least.
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ardunn commented Nov 27, 2019

alternatively, just additionally fitting a gp and using the uncertainty from that.

@ardunn ardunn added the v1.2 updates for version 1.2 label May 24, 2020
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