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NelleV opened this issue Mar 4, 2017 · 3 comments
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Improve documentation on f-regression feature selection technique #8509

NelleV opened this issue Mar 4, 2017 · 3 comments
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@NelleV
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NelleV commented Mar 4, 2017

I find the documentation on f-regression feature selection very obscure, and would suggest the following:

  1. make it clear that the f-regression feature selection is just a univariate linear model, where features are ranked accordingly to the significance of the regression parameter. This is actually equivalent to ranking features according to their correlation with the target variable.
  2. make it clear that this is not an iterative procedure to include features (ie not what is described here: http://stats.stackexchange.com/questions/204141/difference-between-selecting-features-based-on-f-regression-and-based-on-r2).
  3. maybe mentionned that this is akin to sure independence screening? http://orfe.princeton.edu/~jqfan/papers/06/SIS.pdf

Note that all of this may be trivial for anyone more familiar with the feature selection literature.
@souravsingh
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I am interested in working on this.

@NelleV
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NelleV commented Mar 6, 2017

The function to document is sklearn/feature_selection/univariate_selection.py

jnothman pushed a commit that referenced this issue Mar 7, 2017
@brownsarahm @jnothman
[MRG+2] addresses #8509 improvements to f_regression documentation (#…
5210f81 
…8548)

* clarify role of the function and streamline introduction

* added feature selection methods to see also

* completed see also

* fixed pep related formatting for flake8checks.

* fixed extra whitespace flake8 problems, remaining failure is a copied see all line from another function, the line is over by a period, does not make sense to newline that.

* one more whitespace

* FIX small pep8 error.
@lesteve
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lesteve commented Mar 10, 2017

Closing since #8548 has been merged.

@lesteve lesteve closed this as completed Mar 10, 2017
@Przemo10 Przemo10 mentioned this issue Mar 17, 2017
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herilalaina pushed a commit to herilalaina/scikit-learn that referenced this issue Mar 26, 2017
@brownsarahm @herilalaina
[MRG+2] addresses scikit-learn#8509 improvements to f_regression docu…
a343f02 
…mentation (scikit-learn#8548)

* clarify role of the function and streamline introduction

* added feature selection methods to see also

* completed see also

* fixed pep related formatting for flake8checks.

* fixed extra whitespace flake8 problems, remaining failure is a copied see all line from another function, the line is over by a period, does not make sense to newline that.

* one more whitespace

* FIX small pep8 error.
massich pushed a commit to massich/scikit-learn that referenced this issue Apr 26, 2017
@brownsarahm
[MRG+2] addresses scikit-learn#8509 improvements to f_regression docu…
e9029e3 
…mentation (scikit-learn#8548)

* clarify role of the function and streamline introduction

* added feature selection methods to see also

* completed see also

* fixed pep related formatting for flake8checks.

* fixed extra whitespace flake8 problems, remaining failure is a copied see all line from another function, the line is over by a period, does not make sense to newline that.

* one more whitespace

* FIX small pep8 error.
Sundrique pushed a commit to Sundrique/scikit-learn that referenced this issue Jun 14, 2017
@brownsarahm @Sundrique
[MRG+2] addresses scikit-learn#8509 improvements to f_regression docu…
b3d3bf4 
…mentation (scikit-learn#8548)

* clarify role of the function and streamline introduction

* added feature selection methods to see also

* completed see also

* fixed pep related formatting for flake8checks.

* fixed extra whitespace flake8 problems, remaining failure is a copied see all line from another function, the line is over by a period, does not make sense to newline that.

* one more whitespace

* FIX small pep8 error.
NelleV pushed a commit to NelleV/scikit-learn that referenced this issue Aug 11, 2017
@brownsarahm @NelleV
[MRG+2] addresses scikit-learn#8509 improvements to f_regression docu…
8911941 
…mentation (scikit-learn#8548)

* clarify role of the function and streamline introduction

* added feature selection methods to see also

* completed see also

* fixed pep related formatting for flake8checks.

* fixed extra whitespace flake8 problems, remaining failure is a copied see all line from another function, the line is over by a period, does not make sense to newline that.

* one more whitespace

* FIX small pep8 error.
paulha pushed a commit to paulha/scikit-learn that referenced this issue Aug 19, 2017
@brownsarahm @paulha
[MRG+2] addresses scikit-learn#8509 improvements to f_regression docu…
7232841 
…mentation (scikit-learn#8548)

* clarify role of the function and streamline introduction

* added feature selection methods to see also

* completed see also

* fixed pep related formatting for flake8checks.

* fixed extra whitespace flake8 problems, remaining failure is a copied see all line from another function, the line is over by a period, does not make sense to newline that.

* one more whitespace

* FIX small pep8 error.
maskani-moh pushed a commit to maskani-moh/scikit-learn that referenced this issue Nov 15, 2017
@brownsarahm @maskani-moh
[MRG+2] addresses scikit-learn#8509 improvements to f_regression docu…
17016e8 
…mentation (scikit-learn#8548)

* clarify role of the function and streamline introduction

* added feature selection methods to see also

* completed see also

* fixed pep related formatting for flake8checks.

* fixed extra whitespace flake8 problems, remaining failure is a copied see all line from another function, the line is over by a period, does not make sense to newline that.

* one more whitespace

* FIX small pep8 error.
jwjohnson314 pushed a commit to jwjohnson314/scikit-learn that referenced this issue Dec 18, 2017
@brownsarahm
[MRG+2] addresses scikit-learn#8509 improvements to f_regression docu…
d1f5392 
…mentation (scikit-learn#8548)

* clarify role of the function and streamline introduction

* added feature selection methods to see also

* completed see also

* fixed pep related formatting for flake8checks.

* fixed extra whitespace flake8 problems, remaining failure is a copied see all line from another function, the line is over by a period, does not make sense to newline that.

* one more whitespace

* FIX small pep8 error.
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@NelleV @amueller @lesteve @souravsingh @raghavrv