Re: [scikit-learn] Probabilities for LogisticRegression and LDA

2019-02-07 Thread Guillaume Lemaître
Thanks Tom. That's clear now. Sent from my phone - sorry to be brief and potential misspell.

Re: [scikit-learn] Probabilities for LogisticRegression and LDA

2019-02-07 Thread Tom DLT
*The set of independent regressions described in Wikipedia is *not* an OvR model.* It is just a (weird) way to understand the multinomial logistic regression model. OvR logistic regression and multinomial logistic regression are two different models. In multinomial logistic regression as a set of

Re: [scikit-learn] AUCROC/MAP confidence intervals in scikit

2019-02-07 Thread Sebastian Raschka
Still haven't had a chance to read it, but ROC for binary classification anyway? Also, i.i.d. assumptions are typical for the learning algorithms as well. Best, Sebastian > On Feb 7, 2019, at 10:15 AM, josef.p...@gmail.com wrote: > > Just a skeptical comment from a bystander. > > I only skimm

[scikit-learn] Probabilities for LogisticRegression and LDA

2019-02-07 Thread Guillaume Lemaître
I was earlier looking at the code of predict_proba of LDA and LogisticRegression. While we certainly some bugs I was a bit confused and I thought an email would be better than opening an issue since that might not be one. In the case of multiclass classification, the probabilities could be compute

Re: [scikit-learn] AUCROC/MAP confidence intervals in scikit

2019-02-07 Thread josef . pktd
Just a skeptical comment from a bystander. I only skimmed parts of the article. My impression is that this does not apply (directly) to the regression setting. AFAIU, they assume that all observations have the same propability. To me it looks more like the literature on testing of or confidence i

Re: [scikit-learn] Possible bug in BayesianGaussianMixture?

2019-02-07 Thread Andreas Mueller
Hey Stefan. I would expect that to depend on the prior. It could either be a bug or an issue with the variational inference. Maybe comparing against an MCMC implementation might be helpful? Though if that works, I'm not sure what the conclusion would be tbh. (I hate debugging variational inferenc

Re: [scikit-learn] AUCROC/MAP confidence intervals in scikit

2019-02-07 Thread Andreas Mueller
The paper definitely looks interesting and the authors are certainly some giants in the field. But it is actually not widely cited (139 citations since 2005), and I've never seen it used. I don't know why that is, and looking at the citations there doesn't seem to be a lot of follow-up work.