Thank a lot, Andreas, if they are not i.i.d. (for example, different subsets of features having different nature and/or some dependencies between those subsets) do I have to apply prior ANOVA feature reduction to a first dataset and subsequent SVM to a second dataset, i.e. using something like an a-priori? Or there are other (scikit learn supported) CV methods?
Thank you very much again, Best, Fabrizio On Jan 15, 2016, at 7:44 PM, Andreas Mueller wrote: > > > On 01/15/2016 01:16 PM, Fabrizio Fasano wrote: >> Dear community, >> >> I would like to use ANOVA + SVM pipeline to check 2 group classification >> performances of neuroimaging datasets, >> >> My questions are: >> >> 1) In pipeline approach implemented by Scikit-learn >> (http://scikit-learn.org/stable/auto_examples/svm/plot_svm_anova.html) is >> the cross validation implemented on the whole pipeline (different univariate >> feature selection for every fold)? > Yes >> 2) Is this enough to exclude I'm introducing a problem in generalization? >> > Yes if your data is i.i.d. > If your data is not i.i.d. you might need to change your > cross-validation strategy. > > ------------------------------------------------------------------------------ > Site24x7 APM Insight: Get Deep Visibility into Application Performance > APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month > Monitor end-to-end web transactions and take corrective actions now > Troubleshoot faster and improve end-user experience. Signup Now! > http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140 > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general ------------------------------------------------------------------------------ Site24x7 APM Insight: Get Deep Visibility into Application Performance APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month Monitor end-to-end web transactions and take corrective actions now Troubleshoot faster and improve end-user experience. Signup Now! http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140 _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
