forestci provides confidence intervals for random forest predictions using the infinitesimal jackknife method. It supports scikit-learn's RandomForestClassifier, RandomForestRegressor, ExtraTreesClassifier, and ExtraTreesRegressor. Version 0.7 includes bug fixes and improved documentation, with no breaking changes from 0.6. The library is stable but released infrequently.
pip install forestciVerified import paths — ran on the pinned version, not inferred.
Compute confidence intervals for RandomForestRegressor predictions using the infinitesimal jackknife.
Use X_train as the 'inbag' argument or pass the training data explicitly.
Replace calc_inference with random_forest_error(
rf, X_test, X_train
) + manual CI computation.Upgrade scikit-learn to 0.24+ or use the forestci compatible version. Check estimator type.