Thank you Gael,

Fabrizio

On Jan 18, 2016, at 9:06 AM, Gael Varoquaux wrote:

> 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.
> 
> Gaƫl
> 
> 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.
> 
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> 
> -- 
>    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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