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Generating confidence intervals with PVeRA
In normal mode, PVeRA samples from the learned distribution during training, and does a deterministic sample during inference at the learned latent distribution mean. Setting sample_at_inference=True enables to generate Monte Carlo confidence interval estimations by running multiple passes through each sample. The accompanying examples/pvera/confidence_interval_generation.py script shows an example of training a model on a simple dataset, saving the adapters, loading them with sample_at_inference=True, and running a Monte Carlo confidence interval estimation on a sample.