On 02/06/2015 05:32 AM, Jason Sanchez wrote:
> This is a very common calculation, you will find it at all of these places 
> (but only with one standard deviation):
> http://scikit-learn.org/stable/auto_examples/randomized_search.html
> http://nbviewer.ipython.org/github/gmonce/scikit-learn-book/blob/master/Chapter%202%20-%20Supervised%20Learning%20-%20Image%20Recognition%20with%20Support%20Vector%20Machines.ipynb
> http://youtu.be/iFkRt3BCctg?t=33m25s
>
> I would presume that standard deviation is multiplied by two because the 
> author of the example wanted to create confidence intervals based on two 
> standard deviations. Technically, if they multiplied it by 1.96, then they 
> would approximate the famous 95% confidence interval better, but 2 standard 
> deviations is often used for simplicity.
>
> http://en.wikipedia.org/wiki/1.96
I'm pretty sure that is the intent, and git blame shows me as responsible:
https://github.com/scikit-learn/scikit-learn/commit/f4fe3fdc7b2a881c8bc5774b3249af97f89d771c
It used to be /2 lol:
https://github.com/scikit-learn/scikit-learn/issues/1940

Anyhow, the comment above is misleading. Fixing now.

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