[scikit-learn] Sampling capabilities and uncertainty quantification

Gael Varoquaux gael.varoquaux at normalesup.org
Thu Jun 15 08:16:12 EDT 2017

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.



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
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    Gael Varoquaux
    Researcher, INRIA Parietal
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