Trees' predictions in random forest regression
The answer was pretty simple, we have the ability to get each estimator in the forest (we can simply go through the forest in a loop) and this solves the problem.
I'm trying to calculate the confidence of a random forest regression.
I couldn't find a way to do so in sklearn library in python, thus I am trying to calculate it using the variance between the predictions of each tree, but I still couldn't find anything.
Have you faced this problem and have a solution that helps me calculate the confidence?