title: How to obtain a confidence interval or a measure of prediction dispersion when using xgboost for classification?
body: <p>How to obtain a confidence interval or a measure of prediction dispersion when using xgboost for classification?</p>
  
  <p>So for example, if xgboost predicts a probability of an event is 0.9, how can the confidence in that probability be obtained?</p>
  
  <p>Also is this confidence assumed to be heteroskedastic?</p>