2014-07-29 13:55 GMT+02:00 Sheila the angel <[email protected]>:
>>No. If there were, we would have implemented predict_proba.
> One of my concern is sklearn.neighbors.NearestCentroid .
> The algorithm "nearest shrunken centroids" applied in R (called pamr)
> provide "posterior probabilities" while sklearn.neighbors.NearestCentroid is
> missing this feature.

I believe LDA is equivalent to nearest centroid with Euclidean
distances. That implements predict_proba, so you can try it instead of
NearestCentroid.

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