Description
Scikitlearn
is the de facto home for all kinds of modeling algorithms. It has a plethora of
algorithms but still one thing that seems to be missing is the implementation of LogisticRegression
where we can have p-values.
It would be great if we have something like model.p_values_
attribute for the Logistic Regression Models.
I know that there is another statistical library statsmodels
which provides p_values, but a lot of programmers use sklearn
and they build models based on this library. It is somewhat
inconvenient to use statsmodels
just to get p-values and run other models such as Random Forest
in sklearn
.
Afterall, the API of statsmodels
and sklearn
are quite different. sklean
is trend setter and
most people feel comfortable with sklearn
API, however, statsmodels
follows R-programming API and they are quite different.
In conclusion, It would be great if sklearn
provides p-values
for linear models.
I am eagerly waiting for the implementation in future versions of sklearn
.