Per-sample Prediction Intervals for Extreme Learning Machines

Prediction intervals in supervised Machine Learning bound the region where the true outputs of new samples may fall. They are necessary in the task of separating reliable predictions of a trained model from near random guesses, minimizing the rate of False Positives, and other problem-specific tasks in applied Machine Learning. Many real problems have heteroscedastic stochastic outputs, which explains the need of input-dependent prediction intervals. This paper proposes to estimate the input-d...