[scikit-learn] Calculate p-value, the measure of statistical significance, in scikit-learn

2017-02-03 Thread Afarin Famili
Hi all, I am aiming at calculating the p-value of regression models using scikit-learn, in order to report their statistical significance. Aside from permutation_test_score in scikit-learn, do you have any suggestions for calculating the p-value of the model? Ultimately, I am interested in comp

Re: [scikit-learn] Calculate p-value, the measure of statistical significance, in scikit-learn

2017-02-03 Thread Jacob Vanderplas
Hi Afarin, The short answer is no, you can't really compute p-values and related statistics in Scikit-Learn. This stems from a fundamental divide in statistics/AI between machine learning on one hand, and statistical modeling on the other. A classic treatment of this divide is "Statistical Modelin

Re: [scikit-learn] Calculate p-value, the measure of statistical significance, in scikit-learn

2017-02-03 Thread Michael Eickenberg
Dear Afarin, scikit-learn is designed for predictive modelling, where evaluation is done out of sample (using train and test sets). You seem to be looking for a package with which you can do classical in-sample statistics and their corresponding evaluations among which p-values. You are probably

Re: [scikit-learn] Calculate p-value, the measure of statistical significance, in scikit-learn

2017-02-03 Thread Stuart Reynolds
The statsmodels package may have more of this kind of thing. http://statsmodels.sourceforge.net/devel/glm.html http://statsmodels.sourceforge.net/devel/dev/generated/statsmodels.base.model.GenericLikelihoodModelResults.pvalues.html?highlight=pvalue I assume you're talking about pvalues for a mode

[scikit-learn] Does permutation_test_score not output the p_value for statistical significance of the model? Re: scikit-learn Digest, Vol 11, Issue 2

2017-02-03 Thread Afarin Famili
: <http://mail.python.org/pipermail/scikit-learn/attachments/20170203/3923ed4c/attachment-0001.html> -- Message: 2 Date: Fri, 3 Feb 2017 13:51:07 -0800 From: Jacob Vanderplas To: Scikit-learn user and developer mailing list Subject: Re: [scikit-learn] Cal

[scikit-learn] Linear Discriminant Analysis - The priors do not sum to 1. Renormalizing"

2017-02-03 Thread Raga Markely
Hello, I ran LDA for dimensionality reduction, and got the following message on the command prompt (not on the Jupyter Notebook): "The priors do not sum to 1. Renormalizing", UserWarning If I understand correctly, the prior = sum of y bincount/ len(y)? So, does it mean I am getting this message d

[scikit-learn] PC Desktop requirement for Machine Learning

2017-02-03 Thread Raga Markely
Hello, I am planning to buy office PC desktop for machine learning work. I wonder if you could provide some recommendation on the computer specs and brand? I don't need cloud capacity, just a standalone, but powerful desktop.. to simplify, let's ignore the price.. i can scale down according to bud