Is there a way to get a confidence/probability score on fitrsvm or other regression techniques like fitrensemble using the 'predict' function?

Is there a way to get a confidence/probability score on fitrsvm or other regression techniques like fitrensemble using the 'predict' function? I know that it exists for fitcsvm (predict returns class probability), so I am looking for a similar function for the regresssion twechniques.

Answer 1

[Ive J]

You already answered yourself!

% MATLAB doc for fitrsvm
load carsmall
X = [Horsepower,Weight];
Y = MPG;
Mdl = fitrsvm(X,Y);

% predict with new data
Xnew = randn(size(X));
Ynew = Mdl.predict(Xnew); 

For other regression functions, you can do similarly. Also, you can easily check the methods available for objects from leaners:

ismethod(Mdl, 'predict') % true

[Rashmi Sundareswara]

Hi! Thanks but I was looking for the confidence on the prediction of Ynew.