Interval predictor models and genreralization error bounds

Different Training Schemes for Interval Predictor Model and Generalization Bounds on the reliability of their predictions
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Aggiornato 4 mag 2021

An Interval Predictor Model (IPM) offers an interval-valued characterization of the uncertainty affecting a stochastic process.
The reliability of the optimized predictor (probability that future samples will fall outside from the predictive bounds) is formally bounded thanks to scenario theory

Cita come

roberto rocchetta (2024). Interval predictor models and genreralization error bounds (https://github.com/Roberock/ScenarioIPM), GitHub. Recuperato .

Rocchetta, Roberto, et al. “Soft-Constrained Interval Predictor Models and Epistemic Reliability Intervals: A New Tool for Uncertainty Quantification with Limited Experimental Data.” Mechanical Systems and Signal Processing, vol. 161, Elsevier BV, Dec. 2021, p. 107973, doi:10.1016/j.ymssp.2021.107973.

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Versione Pubblicato Note della release
1.10

included journal paper citation

1.1

included missing files,
include a new example and data

1.0

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