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feat(bootstrap): generate confidence interval with bootstrap #21

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shenxiangzhuang
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Close #20

@shenxiangzhuang shenxiangzhuang marked this pull request as draft December 14, 2024 13:19
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Please give some suggestions about this implementation and I'd like to improve it further.

@dustalov
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As mentioned in #20, I recommend taking a step back from rushing into implementing the idea and instead focusing on developing the API usage examples first.

It might be best to structure this as a wrapper function around the score computation function, ensuring it remains flexible and not tied to specific arguments passed to the estimator.

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shenxiangzhuang commented Feb 20, 2025

Hi @dustalov , I have reimplemented this feature according to the discussion in #20 (sure it need more friendly doc and tests, and I'll do these later:). Is there any suggestion for this until now?

ps: I found that using scipy.stats.bootstrap is not that straightforward as I thought before, so I just use np.quantile for for loop to do this now.

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Generate confidence interval with bootstrap
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