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r_regression and abs_r_regression added #8353

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DSLituiev
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@DSLituiev DSLituiev commented Feb 13, 2017 •
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Reference Issue

Fixes #7195

What does this implement/fix? Explain your changes.

refactored as described in the issue:

  • the f_regression is split into two functions : f_regression per se and r_regression which precomputes Pearson R
  • abs_r_regression wrapper around r_regression added for use with SelectKBest

@jnothman
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Could you please motivate this a bit more for the ignorant among us? Is abs_r_regression commonly used?

Your implementation is currently failing tests on all platforms.

You will need to add tests for your changes.

@DSLituiev
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I beg pardon if i am making feel uncomfortable anyone. The rationale is to use abs_r_regression as a faster regressor compared to f_regression. It does not do any multiplication / power and no p-value calculation. It is just enough for feature selection using SelectKBest or based on a pre-defined p-value threshold as described in the issue #7195 and references therein.

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codecov bot commented Feb 15, 2017 •
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Codecov Report

Merging #8353 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master    #8353      +/-   ##
==========================================
+ Coverage   94.75%   94.75%   +<.01%     
==========================================
  Files         342      342              
  Lines       60801    60832      +31     
==========================================
+ Hits        57609    57640      +31     
  Misses       3192     3192
Impacted Files Coverage Δ
sklearn/feature_selection/univariate_selection.py 99.48% <100%> (+0.01%) ✅
...arn/feature_selection/tests/test_feature_select.py 99.75% <100%> (+0.01%) ✅
sklearn/feature_selection/init.py 100% <100%> (ø) ✅

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@DSLituiev
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@jnothman: any chance to merge this branch?

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jnothman commented Mar 28, 2017 via email

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jnothman commented Feb 1, 2018

Could you give some sense of the performance gains due to using r_regression vs f_regression? Perform a benchmark...

@amueller amueller added Needs Benchmarks A tag for the issues and PRs which require some benchmarks Stalled labels Aug 5, 2019
@jjerphan jjerphan mentioned this pull request May 9, 2020
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jjerphan commented May 9, 2020

I am currently trying a follow-up of this PR on #17169.

@cmarmo cmarmo added the Superseded PR has been replace by a newer PR label Nov 30, 2020
Base automatically changed from master to main January 22, 2021 10:49
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cmarmo commented Apr 21, 2021

Closed by #17169.

@cmarmo cmarmo closed this Apr 21, 2021
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[refactor] f_regression into r_regression and a wrapper for performance
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@DSLituiev @jnothman @jjerphan @cmarmo @amueller