Scikit-Learn compatible metrics with confidence intervals¶
This library contains implementations of some scikit-learn metrics with credible (or confidence) intervals. A Credible Interval or region (for multi-dimensional cases) for parameter \(x\) consists of a lower estimate \(L\), and an upper estimate \(U\), such that the probability of the true value being within the interval estimate is equal to an arbitrary \(\alpha\) (\(0 < \alpha < 1\), typically 0.95).