It's there for a specific (sparse) model, where it makes sense:

http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LassoLarsIC.html#sklearn.linear_model.LassoLarsIC

How would you expose it in a more general way?

Cheers,

Gaƫl

On Fri, Jan 01, 2016 at 05:31:20PM +0100, Marco De Nadai wrote:
> Hello everyone,
> I'm new to sklearn. Is there any reason behind the absence of Bayesian
> information criterion (BIC) and Akaike information criterion (AIC) in sklearn
> (especially for model/feature selection).

> Thanks :)
-- 
    Gael Varoquaux
    Researcher, INRIA Parietal
    NeuroSpin/CEA Saclay , Bat 145, 91191 Gif-sur-Yvette France
    Phone:  ++ 33-1-69-08-79-68
    http://gael-varoquaux.info            http://twitter.com/GaelVaroquaux

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