On Aug 18, 2014, at 3:46 AM, 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.

Hm, I can kind of see why the Bootstrap calls was initially put into 
sklearn.cross_validation, technically, the "approaches" (cross validation, 
bootstrap, jackknife) are very related. The only difference is that you have 
sampling "with replacement" in the bootstrap approach and that you would 
typically want to have >1000 iterations. 
So, the suggestion would be to remove Bootstrap and use sklearn.utils.resample 
in future? I would say that it is good that the Bootstrap is implemented like 
an CV object, since it would make the "estimate" and "error" calculation more 
convenient, right?
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