Probabilistic Regression

In probabilistic regression problems, the label space ⚠ $\mathbf{Y}$ is the set of real numbers, ⚠ $\mathbf{Y}=\mathbb{R}$, and Forecaster is required to output a probability measure on ⚠ $\mathbf{Y}$. The probability measure may be represented as its distribution function. An example of a forecasting strategy for such problems is conformal predictive systems.