Hi, The computation of the confidence interval depends on the likelihood/cost function of the model, so there is no general answer for your question. I would consult the documentation for the particular model you're interested in.
For example, gaussian processes can compute the confidence interval on fits, as shown in the example here: http://scikit-learn.org/stable/auto_examples/gaussian_process/plot_gp_regression.html Hope that helps, Jake Jake VanderPlas Director of Research – Physical Sciences eScience Institute, University of Washington http://www.vanderplas.com On Thu, Oct 30, 2014 at 11:48 AM, Pagliari, Roberto <[email protected] > wrote: > Is there a utility to compute the confidence interval? > > > > > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Scikit-learn-general mailing list > [email protected] > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > >
------------------------------------------------------------------------------
_______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
