concept:uncertainty

Uncertainty

Uncertainty in the context of production machine-learning systems.

11

Lessons

Formal explanations, examples, simulations, and checkpoints.

Problem framing, statistics & evaluation

Predict decisions, not just labels

Use predict decisions, not just labels to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Labels, availability, and leakage

Use labels, availability, and leakage to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Baselines and honest splits

Use baselines and honest splits to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Metrics, thresholds, and calibration

Use metrics, thresholds, and calibration to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Uncertainty and online experiments

Use uncertainty and online experiments to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Metric selection by task and decision

Select metrics from the prediction target, decision, error costs, prevalence, slices, horizon, and deployment constraints—not from habit.

Forecasting & temporal ML

Forecast contracts and naive models

Use forecast contracts and naive models to move the forecasting production brief toward a defensible release.

Forecasting & temporal ML

Trend, seasonality, and known-future signals

Use trend, seasonality, and known-future signals to move the forecasting production brief toward a defensible release.

Forecasting & temporal ML

Backtesting without time travel

Use backtesting without time travel to move the forecasting production brief toward a defensible release.

Forecasting & temporal ML

Statistical and ML forecasters

Use statistical and ml forecasters to move the forecasting production brief toward a defensible release.

Forecasting & temporal ML

Intervals, drift, and forecast operations

Use intervals, drift, and forecast operations to move the forecasting production brief toward a defensible release.

0

Casebook

Reported facts and course reconstructions.