Sampling capabilities and uncertainty quantification
Hi, From the doc, I have not found a sampling class. To train a gaussian process for example, It is preferable to use sampling techniques (low discrepancy sequences, uniform designs, etc.). Do you plan to do such a thing? Also, I was wondering if you were planning to add variance analysis (Sobol indices). You already have some PCA so it would be complementary. I have some python codes for both topics if needed. Sincerely, Pamphile
We don't do sampling in scikit-learn. Sampling is a set of techniques in it's all. I would advice you to have a look at PyMC. Cheers, Gaël On Thu, Jun 15, 2017 at 11:11:02AM +0200, roy wrote:
Hi,
From the doc, I have not found a sampling class. To train a gaussian process for example, It is preferable to use sampling techniques (low discrepancy sequences, uniform designs, etc.). Do you plan to do such a thing?
Also, I was wondering if you were planning to add variance analysis (Sobol indices). You already have some PCA so it would be complementary.
I have some python codes for both topics if needed.
Sincerely,
Pamphile _______________________________________________ scikit-learn mailing list scikit-learn@python.org https://mail.python.org/mailman/listinfo/scikit-learn
-- Gael Varoquaux Researcher, INRIA Parietal NeuroSpin/CEA Saclay , Bat 145, 91191 Gif-sur-Yvette France Phone: ++ 33-1-69-08-79-68 http://gael-varoquaux.info http://twitter.com/GaelVaroquaux
participants (2)
-
Gael Varoquaux -
roy