Following (Croarkin and Tobias, 2006, Section 4.4.5.2), the anchor confidence is set to be the inverse of the cross-validated mean square residuals: where w \c j are the feature weights obtained by the regression above on all training configurations except c, µ jct is the gold value at anchor j for training/test combination c, t, and N is the total number of such combinations 7 .
we assign to each anchor point a confidence inverse to the crossvalidated mean squared error of the model used to predict it.