2012/8/26 David Montgomery <[email protected]>:
> 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.

Actually Gael is right: bootstrap confidence intervals on highly
biased classifiers will likely not be interpretable as "confidence"
levels that have an intuitive meaning and are probably useless.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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