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Re:Modeling Uncertainty with PyTorch by j7ake on Sunday January 09, 2022 @10:15AM (#29863925)
They measure something different, I agree, but not different enough to matter in real life decision-making process, which often involves factors outside of the model.

In real life decision-making, there are many other factors that are not known or quantifiable that come in and dominate any errors arising from using confidence instead of predictive interval.

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