What should I use instead of Bootstrap?

Question

When I run this code:

from sklearn import cross_validation
bs = cross_validation.Bootstrap(9, random_state=0)

I get this deprecation warning:

C:\Anaconda\envs\p33\lib\site-packages\sklearn\cross_validation.py:684: DeprecationWarning: Bootstrap will no longer be supported as a cross-validation method as of version 0.15 and will be removed in 0.17
  "will be removed in 0.17", DeprecationWarning)

What should I use instead of the bootstrap?

Answer 1

From the scikit-learn 0.15 release notes, under "API changes summary"

• cross_validation.Bootstrap is deprecated. cross_validation.KFold or cross_validation.ShuffleSplit are recommended instead.

And from the source code itself:

# See, e.g., http://youtu.be/BzHz0J9a6k0?t=9m38s for a motivation
# behind this deprecation
warnings.warn("Bootstrap will no longer be supported as a " +
              "cross-validation method as of version 0.15 and " +
              "will be removed in 0.17", DeprecationWarning)