I was going down the route of bootstrapping....a lot... and distributing across 
multiple cores and machines is not an issue for deriving a mean an variance.  
What I am confused about is the effect, from my understanding, is the implicit 
5-Kfold used to generate prob estimates since SVM inherently  does not gen prob 
estimates.      

So lets say I do a explicit 5 Fold using the scikits CV generates.  Now I have 
a nested 5 Kfold?

Is this the same procedure using by Libsvm?  Or...am I off base.  

I need accurate prob estimates and I do have a series of binary classifies that 
have skewness and would like to make a decision based ob variance and mean 
probablity.

Thanks   



Sent from my iPad

On Aug 26, 2012, at 6:27 PM, Olivier Grisel <[email protected]> wrote:

> 2012/8/26 Gael Varoquaux <[email protected]>:
>> On Sun, Aug 26, 2012 at 12:08:52PM +0200, Olivier Grisel wrote:
>>> A sound, non parametric but computationally expensive way to get this
>>> kind of information (confidence intervals on the estimated parameters
>>> or predicted probability estimate) would be to bootstrap: resample
>>> n_samples out of n_samples with replacement from your training dataset
>>> n_bootstraps times and fit a model for each bootstrap and store the
>>> values of the fitted parameters or predicted probability estimates in
>>> a array and then compute 95% intervals by taking quantiles of those
>>> collected estimates.
>> 
>> Bootstrap is not good: it I have a procedure that always returns 1, by
>> bootstrap, I will think that I does very good detection, but I actually
>> do not control my false positives.
>> 
>> You want to do permutations: a related resampling strategy in which you
>> sample your null hypothesis by randomly permuting label between classes.
> 
> I don't get your point. Let's talk about it while queueing for lunch :)
> 
> -- 
> Olivier
> http://twitter.com/ogrisel - http://github.com/ogrisel
> 
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