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 <olivier.grisel@ensta.org> wrote:

I believe it would fit in sklearn-contrib even if it's more for statistical inference rather than machine learning style prediction.

Others might disagree.

Anyways, joining efforts to improve documentation, CI, testing and so on is always a good thing for your future users.

--
Olivier
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