2014-08-19 20:07 GMT+02:00 Adamantios Corais <[email protected]>:
> Great. And what about the confidence error? I mean, how should I select a
> subset of classified data points such that the probability they belong to
> any class is high whereas the confidence error is 95% or above?

Sorry, I hadn't seen that in your original message. You mean you want
confidence intervals on the probability estimates? Those are not
computed/returned. There has been talk of implementing those some time
ago, but I don't think anything came of it.

You could look at statsmodels (but I've only casually used that
myself, so no guarantees).

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