I am training a svm classifier with cross validation (stratifiedKfold) using the scikits interfaces. For each test set (of k), I get a classification result. I want to have a confusion matrix with all the results. Scikit-learn has a confusion matrix interface: sklearn.metrics.confusion_matrix(y_true, y_pred) My question is how should I accumulate the y_true and y_pred values. They are arrays (numpy). Should I define the size of the arrays based on my k-fold parameter? And for each result I should add the y_true and y-pred to the array? Continue reading...
