Confidence interval Decision tree

[MaPerez]

Greetings,

I have used a desicion tree (regresion) to estimate some transactions. I need to calculate the confidence interval, but when I checked the option "confidence interval" in the score tool, the interval doesn't show.

Can anyone help me?

Thanks!!!

[BenMoss · Accepted solution]

If you take a look at the documentation for the score tool there is a note about the fact that you can only use the 'confidence interval' option on 'non-regularized' linear regression models only.

My guess is that the 'forest model' does not meet this criteria, indeed according to this post (https://datascience.stackexchange.com/questions/6787/is-decision-tree-algorithm-a-linear-or-nonlinea...) a forest model is not a linear model at all.

On a side note, when you shared your work you sent both the .yxmd file and the .yxdb file to allow us to run the workflow correctly; it's actually possible to create a .yxzp file which contains both of these and can be shared as a single upload, it also makes all paths referential meaning the user simply has to open it rather than reconfigure the inputs and outputs. You can create a .yxzp file by going to options > Export Workflow.

Ben

[Charity_K_Wilson · Accepted solution]

As Ben said, Confidence Intervals are not a part of the Decision Tree, Forest Model, nor the Neural Network.  I took your data and ran it thru a Linear Regression, and a Count Regression.  Both of these types of regression do allow for a confidence interval.  You have the standard error, and the t-value, and can calculate the confidence band around each.  

[MaPerez]

Thanks Ben for your response!!!

[MaPerez]

Thanks Charity for your response!!! It was very helpfull!!