Constructing Prediction Intervals with Neural Networks: An Empirical Evaluation of Bootstrapping and Conformal Inference Methods

1 code implementation • 7 Oct 2022 • Alex Contarino, Christine Schubert Kabban, Chancellor Johnstone, Fairul Mohd-Zaid

In the second step, 20 algorithms for constructing PIs, each using the principles of bootstrapping or conformal inference, are implemented to determine which provides the best performance while maintaining reasonable computational burden.

Prediction Intervals