scikit-learn/scikit-learn — pull request #3645 by jmetzen (2014-09-07 08:31:48+00:00)
Title: [MRG] Prediction variance in bagging-based regressors

This addresses issue #3271. The main points are
* Option with_std added to method predict of BaggingRegressor and RandomForestRegressor. If True, the standard deviation of the predictions is returned in addition to the mean
* Added option with_std to GaussianProcess.predict() and deprecated eval_MSE, which returned the predictive variance
* Added one example comparing the predictive distributions of the three methods.

Please also check the planned deprecation path of the parameter eval_MSE in GaussianProcess