[scikit-learn] Sampling capabilities and uncertainty quantification

roy roy at cerfacs.fr
Thu Jun 15 05:11:02 EDT 2017


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.



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