Re: [scikit-learn] How is linear regression in scikit-learn done? Do you need train and test split?

He doesn't only talk about black box vs statistical, he talks about model based vs prediction based. He says that if you validate predictions, you don't need to (necessarily) worry about model misspecification. A linear regression model can be misspecified, and it can be overfit. Just fitting

[scikit-learn] Concatenate posterior probabilities of different datasets obtained from different models

Hi all, I have several small datasets, each is composed by two classes. The posterior probabilities of different datasets are predicted by different models, which are constructed either by different models having the attribute "predict_proba" or the same algorithm trained by different training dat