Intuit Inc.
FORECASTING BASED ON BERNOULLI UNCERTAINTY CHARACTERIZATION

Abstract:

This disclosure relates to predictions based on a Bernoulli uncertainty characterization used in selecting between different prediction models. An example system is configured to perform operations including determining a prediction by a first prediction model. The first prediction model is associated with a loss function. The system is also configured to determine whether the prediction is associated with the first prediction model or a second prediction model based on a joint loss function. The second prediction model is associated with a likelihood function, and the joint loss function is based on the loss function and the likelihood function. The system is further configured to indicate the prediction to the user in response to determining that the prediction is associated with the first prediction model. If the prediction is associated with the second prediction model, the system may prevent indicating the prediction to the user.