Creating Confidence Intervals for Machine Learning Classifiers(sebastianraschka.com)
sebastianraschka.com
Creating Confidence Intervals for Machine Learning Classifiers
https://sebastianraschka.com/blog/2022/confidence-intervals-for-ml.html
https://sebastianraschka.com/blog/2022/confidence-intervals-for-ml.html
In practice, I tend to use "method 3" most of the time as I feel it has the best balance of complexity and practicality while still being able to deal with label noise.