You can always "fit" the feature selection on one dataset and apply it on another. However, you will have to do this outside the pipeline and cross-validation framework of scikit-learn.
Outside the framework, everything is possible by calling the "fit", "transform", and "predict" methods of the various objects. Gaël On Fri, Jan 15, 2016 at 07:55:45PM +0100, Fabrizio Fasano wrote: > 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 -- 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 ------------------------------------------------------------------------------ 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
