GitHub user MechCoder opened a pull request:
https://github.com/apache/spark/pull/13650
[SPARK-9623] [ML] Provide variance for RandomForestRegressor predictions
## What changes were proposed in this pull request?
It is useful to get the variance of predictions from the
`RandomForestRegressor` to plot confidence intervals on the predictions. I
verified the formula from page 17 of this paper
(http://arxiv.org/pdf/1211.0906v2.pdf)
## How was this patch tested?
I added a couple of tests to the RandomForestRegression test suite.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/MechCoder/spark random_forest_var
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/13650.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #13650
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commit 75254c91cf8d9c2f3638a3f9b1cfd5c029e10996
Author: MechCoder <mks...@nyu.edu>
Date: 2016-06-09T18:22:53Z
[SPARK-9623] [ML] Provide variance for RandomForestRegressor predictions
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