Re: [scikit-learn] Confidence and Prediction Intervals of Support Vector Regression

2017-03-01 Thread Raga Markely
that's a very serious dedication to bootstrap :) On Wed, Mar 1, 2017 at 10:13 PM, Sebastian Raschka wrote: > Glad to hear that it was at least a little bit helpful :) > (haha, Efron and Tibshirani even have a whole ~500 pg book on bootstrap if > you have the time and patience … :) https://www.cr

Re: [scikit-learn] Confidence and Prediction Intervals of Support Vector Regression

2017-03-01 Thread Sebastian Raschka
Glad to hear that it was at least a little bit helpful :) (haha, Efron and Tibshirani even have a whole ~500 pg book on bootstrap if you have the time and patience … :) https://www.crcpress.com/An-Introduction-to-the-Bootstrap/Efron-Tibshirani/p/book/9780412042317) > On Mar 1, 2017, at 10:07 PM

Re: [scikit-learn] Confidence and Prediction Intervals of Support Vector Regression

2017-03-01 Thread Raga Markely
No worries, Sebastian :) .. thank you very much for your help.. I learned a lot of new things from your site today.. it led me to some relevant chapters in "The Elements of Statistical Learning", which then led me to chapter 8 page 264 about non-parametric & parametric bootstrap.. I think I will j

Re: [scikit-learn] Confidence and Prediction Intervals of Support Vector Regression

2017-03-01 Thread Sebastian Raschka
Hi, Raga, > 1. Just to make sure I understand correctly, using the .632+ bootstrap > method, the ACC_lower and ACC_upper are the lower and higher percentile of > the ACC_h,i distribution? phew, I am actually not sure anymore … I think it’s the percentile of the ACC_boot distribution, similar t

Re: [scikit-learn] Confidence and Prediction Intervals of Support Vector Regression

2017-03-01 Thread Sebastian Raschka
Hi, Raga, > 1. Just to make sure I understand correctly, using the .632+ bootstrap > method, the ACC_lower and ACC_upper are the lower and higher percentile of > the ACC_h,i distribution? phew, I am actually not sure anymore … I think it’s the percentile of the ACC_boot distribution, similar t

Re: [scikit-learn] Confidence and Prediction Intervals of Support Vector Regression

2017-03-01 Thread Raga Markely
Thanks a lot, Sebastian! Very nicely written. I have a few follow-up questions: 1. Just to make sure I understand correctly, using the .632+ bootstrap method, the ACC_lower and ACC_upper are the lower and higher percentile of the ACC_h,i distribution? 2. For regression algorithms, is there a recom

Re: [scikit-learn] Confidence and Prediction Intervals of Support Vector Regression

2017-03-01 Thread Sebastian Raschka
Hi, Raga, I have a short section on this here (https://sebastianraschka.com/blog/2016/model-evaluation-selection-part2.html#the-bootstrap-method-and-empirical-confidence-intervals) if it helps. Best, Sebastian > On Mar 1, 2017, at 3:07 PM, Raga Markely wrote: > > Hi everyone, > > I wonder if