I plan to try different regression methods provided by Azure ML Studio to predict numeric values. I wonder if it is possible to get the predictions together with corresponding confidence intervals. In other words, I would like the regression function to tell me not only the expected value (prediction) but also how confident it (the model) is about this value. Does Azure regression support this functionality?
ADDED
A related question. Can build in "regressors" estimate probability density functions? For example for a given case (a row in a data table) I would like to have not only a single number as a prediction (expected value) but also probabilities of all possible values.
Currently, you will have to use R or python within Azure ML for confidence interval