Confidence or Prediction Intervals
npapan69
New Altair Community Member
Dear All,
When reporting a performance metric (ie AUC) of a model that was trained on a single data set and tested on a hold-out set, what is the proper way to assess its variance? Calculating the confidence intervals of the AUC or the prediction intervals?
Many thanks
Nikos
When reporting a performance metric (ie AUC) of a model that was trained on a single data set and tested on a hold-out set, what is the proper way to assess its variance? Calculating the confidence intervals of the AUC or the prediction intervals?
Many thanks
Nikos
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Answers
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Thanks Varunm1 for your answer. Is the prediction interval provided by any of the rapidminer operators?0