Nice, I am glad that we talked about it. Makes complete sense then :)
Cheers,
Sebastian
> On Feb 6, 2015, at 9:23 AM, Michael Eickenberg <michael.eickenb...@gmail.com>
> wrote:
>
> Thanks for clearing that up!
>
> Now I feel like I was seeing ghosts - and managed to create a beautiful
> conspiracy theory around it :)
>
> Putting 1.96 will make it unambiguous and stop me going off on tangents
>
> Michael
>
> On Fri, Feb 6, 2015 at 3:17 PM, Andy <t3k...@gmail.com
> <mailto:t3k...@gmail.com>> wrote:
> 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://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://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 <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 <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
>
> <https://github.com/scikit-learn/scikit-learn/commit/f4fe3fdc7b2a881c8bc5774b3249af97f89d771c>
> It used to be /2 lol:
> https://github.com/scikit-learn/scikit-learn/issues/1940
> <https://github.com/scikit-learn/scikit-learn/issues/1940>
>
> Anyhow, the comment above is misleading. Fixing now.
>
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