[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.
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
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Gael Varoquaux
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