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"Regularisation for Logistic Regression/ Feature Selection"

chen_yuying94chen_yuying94 Member Posts: 1 Learner II
edited June 2019 in Help

Hello, I was trying to do regularisation for logistic regression and when the output came out, the p-values were all question marks in the cells.

 

When I don't do regularisation, I am able to get the p-values.

 

Please help?

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Answers

  • Thomas_OttThomas_Ott RapidMiner Certified Analyst, RapidMiner Certified Expert, Member Posts: 1,761 Unicorn

    Yep, I see this too. This might be a bug. Let me track down development.

  • MartinLiebigMartinLiebig Administrator, Moderator, Employee-RapidMiner, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,533 RM Data Scientist

    Hi,

    it's no bug. it's not part of the h2o package. see: http://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/algo-params/compute_p_values.html

     

    I think it also makes no sense to calculate p-values if you add regularization (=bias).

     

    ~Martin

    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany
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