PredictorFunction has an incredibly useful "Distribution" property. In the past, this has helped me filter out bad predictions, like this:

approxError[input_]:=StandardDeviation[myPredictorFunction[input, "Distribution"]]

I have a NetChain model that I've trained, but I don't know how to calculate how confident the model is in its predictions. Is there a similar function or property I could use?


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