Azure 可以计算回归的置信区间吗? [英] Can Azure calculate confidence interval for regressions?

问题描述

我计划尝试使用 Azure ML Studio 提供的不同回归方法来预测数值.我想知道是否有可能将预测与相应的置信区间结合在一起.换句话说，我希望回归函数不仅告诉我预期值(预测)，而且告诉我它(模型)对这个值的信心.Azure 回归是否支持此功能?

I plan to try different regression methods provided by Azure ML Studio to predict numeric values. I wonder if it is possible to get the predictions together with corresponding confidence intervals. In other words, I would like the regression function to tell me not only the expected value (prediction) but also how confident it (the model) is about this value. Does Azure regression support this functionality?

添加

一个相关的问题.可以内置回归器"估计概率密度函数吗?例如，对于给定的案例(数据表中的一行)，我不仅希望有一个数字作为预测(预期值)，而且还有所有可能值的概率.

A related question. Can build in "regressors" estimate probability density functions? For example for a given case (a row in a data table) I would like to have not only a single number as a prediction (expected value) but also probabilities of all possible values.

推荐答案

目前，您必须在 Azure ML 中使用 R 或 python 来获得置信区间

Currently, you will have to use R or python within Azure ML for confidence interval

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