thanks for the discussion. Could you please what the right way of using
boostraping for confidence interval calculation (or other statistics) would
be? I mean what would you do to get, as olivier said a "generic resampling
method to estimate variance or confidence intervals"? I'm under the
impression that I need to define my own function for this as it is
not exactly what I had in mind?

Also it seems that shuffle and split (I call it permutation) is also an
iterator for cross-validation (same confusion about bootstraping)?



On Mon, Aug 18, 2014 at 12:16 PM, Olivier Grisel <[email protected]>
wrote:

> But the sklearn.cross_validation.Bootstrap currently implemented in
> sklearn is a cross validation iterator, not a generic resampling method to
> estimate variance or confidence intervals. Don't be mislead by the name. If
> we chose to deprecate and then remove this class, it's precisely because it
> causes confusion.
>
>
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