[scikit-learn] A quick question regarding permutation_test_score

Afarin Famili Afarin.Famili at UTSouthwestern.edu
Wed Feb 15 19:40:19 EST 2017


Hi folks,

I have a question regarding how to use permutation_test_Score. Given data X (predictor) and Y (target), I  hold aside 20% of my data for testing (Xtest and Ytest) and would then Perform hyperparameter-tuning  on the rest  (using Xtrain and Ytrain).
This way I can get the best parameters via  RandomizedSearchCV. I now want to call permutation_test_score to compute the score, as well as the p-value of the model prediction. But the question is what X and Y should I send as input arguments to this function? I could send in X and Y but then my hyperparameter parameters were already tuned to Xtrain and Ytrain, which are a part of X and Y and that would bias the output values. Any help would be greatly appreciated.

Thanks,
Afarin


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