I’m working on an application where I’d like to retrieve the standard deviation of the predictions made by the trees within an ensemble (currently a tfdf.keras.RandomForestModel) to use as an estimate of the confidence of a given prediction. These are regression predictions rather than categorical so I’m assuming the best way would be to look at the distribution of predictions within the ensemble, but other ideas very welcome!
It looks like I could do this by running a prediction on each individual tree with inspector.iterate_on_nodes() but is there a better way to do this via the main predict method that I’ve missed in the documentation, or some other recommended way?