The Agent Architect #36: Uncertainty Quantification

本周模式

Uncertainty Quantification

是什么:

将模型不确定性与不可消除的噪声区分开来，在点估计之外同时给出预测区间和置信水平。

何时使用:

在高风险决策中用户需要了解预测可靠性时，或下游系统必须依据置信度调整行为时。

注意:

校准不良的区间会让用户产生虚假的信心；在留出数据上做验证必不可少，却常被跳过。

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