Confidence | XGBoosting

Helpful examples for estimating the uncertainty or confidence of an XGBoost model.

This includes confidence intervals to capture the uncertainty in the estimated performance of a model, e.g. of an error metric.

This also includes prediction intervals to capture the uncertainty in predictions made by the model, e.g. of a predicted numerical value.

Examples	Tags
XGBoost Confidence Interval using Bootstrap and Percentiles	Evaluate Confidence
XGBoost Confidence Interval using Bootstrap and Standard Error	Evaluate Confidence
XGBoost Confidence Interval using Jackknife Resampling	Evaluate Confidence
XGBoost Confidence Interval using k-Fold Cross-Validation	Evaluate Confidence
XGBoost Prediction Interval using a Bootstrap Ensemble	Plot Confidence Ensemble
XGBoost Prediction Interval using a Monte Carlo Ensemble	Plot Confidence Ensemble
XGBoost Prediction Interval using Quantile Regression	Plot Confidence Regression