@Nux1971 @rasbt I would consider the bootstrap method by @tsamardgr et al.: https://t.co/ToEGOmP3If It's a lot simpler to implement and faster than nested CV, and in my experience produces similar results
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@2plus2make5 I'd consider this method (section "Computing confidence intervals with the bootstrap"): https://t.co/ToEGOmP3If
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RT @ljbuturovic: @radekosmulski Used to implement the loops, no packages, but switched to the Bootstrap Bias Corrected method by @tsamardgr…
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@radekosmulski Used to implement the loops, no packages, but switched to the Bootstrap Bias Corrected method by @tsamardgr et al. because is a lot simpler to implement, faster and produces very similar results: https://t.co/ToEGOmwUu7