Re: [scikit-learn] Bootstrapping in sklearn

2018-09-23 Thread Daniel Saxton
Thanks, Olivier. We will try adding examples to show how it can be used in conjunction with sklearn to generate confidence intervals on linear model parameters, as well as prediction intervals for other classes of models. On Thu, Sep 20, 2018, 11:55 AM Olivier Grisel wrote: > I believe it would

Re: [scikit-learn] Bootstrapping in sklearn

2018-09-20 Thread Daniel Saxton
Olivier, I got in touch with Constantine from the scikits-bootstrap package and he's interested in merging the two projects. If we were to get some documentation together, do you feel that there is potential for inclusion as an sklearn-contrib package? I believe we would have most of the other

Re: [scikit-learn] Bootstrapping in sklearn

2018-09-18 Thread Daniel Saxton
fore at timely reviewing of a PR for multi-metric > optimization for 0.19.) > If still acceptable, please let me know, and I'm happy to try to help. > > J.B. > > > 2018年9月18日(火) 20:37 Daniel Saxton : > >> Great, I went ahead and contacted Constantine. Documentation was &

Re: [scikit-learn] Bootstrapping in sklearn

2018-09-18 Thread Daniel Saxton
Great, I went ahead and contacted Constantine. Documentation was actually the next thing that I wanted to work on, so hopefully he and I can put something together. Thanks for the help. On Tue, Sep 18, 2018 at 2:42 AM Olivier Grisel wrote: > This looks like a very useful project. > > There is

[scikit-learn] Bootstrapping in sklearn

2018-09-17 Thread Daniel Saxton
Hi all, As everyone knows sklearn is excellent for building predictive models, but an area where I believe there is still work to be done is in coming up with measurements for the inherent uncertainties in those models. (That there is an appetite for this is I believe evidenced by the rise in