Re: [Scikit-learn-general] removing multicollinearity

2015-04-13 Thread Andreas Mueller
There is no tool in scikit-learn for that, as it is not really relevant for predictive performance, as others said. Scikit-learn is not really meant for statistical inference. Have a look at statsmodels. http://statsmodels.sourceforge.net/ On 04/11/2015 12:23 PM, Ady Wahyudi Paundu wrote: > Hi al

Re: [Scikit-learn-general] removing multicollinearity

2015-04-13 Thread Sebastian Raschka
Like Luca mentioned, if your primary goal is to train a well-performing model for regression or classification, you don't really have to worry much about collinearity, e.g., if you are using regularized models. For classification via decision trees, you probably want to reduce the number of feat

Re: [Scikit-learn-general] removing multicollinearity

2015-04-13 Thread Luca Puggini
It is difficult to say what you should do. In particular it depends on what you want to do. If you are interested only in prediction performances do not care about collinearity On Sat, Apr 11, 2015, 19:19 Ady Wahyudi Paundu wrote: > Can I? > I'm not that good in statistics, so I try it in R.

Re: [Scikit-learn-general] removing multicollinearity

2015-04-11 Thread Ady Wahyudi Paundu
Can I? I'm not that good in statistics, so I try it in R. Results from PCA and VIF were totally different ~ady On Sunday, April 12, 2015, Luca Puggini wrote: > Maybe you can try pca? > > On Sat, Apr 11, 2015, 18:24 Ady Wahyudi Paundu > wrote: > >> Hi all, >> >> In scikit-learn, how to pre-proc

Re: [Scikit-learn-general] removing multicollinearity

2015-04-11 Thread Luca Puggini
Maybe you can try pca? On Sat, Apr 11, 2015, 18:24 Ady Wahyudi Paundu wrote: > Hi all, > > In scikit-learn, how to pre-processing data and remove multicollinearity? > > ~Ady > > > -- > BPM Camp - Free Virtual Workshop Ma

[Scikit-learn-general] removing multicollinearity

2015-04-11 Thread Ady Wahyudi Paundu
Hi all, In scikit-learn, how to pre-processing data and remove multicollinearity? ~Ady -- BPM Camp - Free Virtual Workshop May 6th at 10am PDT/1PM EDT Develop your own process in accordance with the BPMN 2 standard Learn