Machine learning sucks at uncertainty quantification.
But there is a solution that almost sounds too good to be true:
conformal prediction
β’ works for any black box model
β’ requires few lines of code
β’ is fast
β’ comes with statistical guarantees
A thread π§΅
Wanna Learn Mathematics for Free?
Here are some of the Best freely available playlists from Linear Algebra to Number theory that you can use to excel at Mathematics.
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My textbook with Kosuke Imai (@Harvard) is finally out!
Assuming no prior knowledge of statistics or coding and only minimal knowledge of math, DSS teaches the fundamentals of survey research, predictive models, and causal inference + how to analyze real-world data with R.
π§΅..