## How Optimistic Do You Want to Be? Bayesian Neural Network Regression with Prediction Errors

Neural networks are very well known for their uses in machine learning, but can be used as well in other, more specialized topics, like regression. Many people would probably first associate regression with statistics, but let me show you the ways in which neural networks can be helpful in this field. They are especially useful if the data you're interested in doesn't follow an obvious underlying trend you can exploit, like in polynomial regression.

In a sense, you can view neural network regression as a kind of intermediary solution between true regression (where you have a fixed probabilistic model with some underlying parameters you need to find) and interpolation (where your goal is mostly to draw an eye-pleasing line between your data points). Neural networks can get you something from both worlds: the flexibility of interpolation and the ability to produce predictions with error bars like when you do regression.