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Figure out uncertainties #96

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mastoffel opened this issue Dec 20, 2023 · 1 comment
Open

Figure out uncertainties #96

mastoffel opened this issue Dec 20, 2023 · 1 comment
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@mastoffel
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mastoffel commented Dec 20, 2023 •
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Currently, only GPs output point estimates + uncertainties/variances, but the latter can be important.

We can do two things to get models with uncertainties:

  • implement more models that natively output variances (neural processes, bayesian networks)
  • or estimate variances using frequentist methods (bootstrapping / parametric bootstrapping). This is non-standard in machine learning, but worth thinking about, as this could give us variances for all models.
@mastoffel mastoffel self-assigned this Dec 20, 2023
@mastoffel mastoffel changed the title figure out uncertainties Figure out uncertainties Jan 9, 2024
@mastoffel mastoffel added question Further information is requested research and removed question Further information is requested labels Jan 26, 2024
@kallewesterling
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2.0 feature (Steve)

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