""" ================================================================= Test with permutations the significance of a classification score ================================================================= In order to test if a classification score is significative a technique in repeating the classification procedure after randomizing, permuting, the labels. The p-value is then given by the percentage of runs for which the score obtained is greater than the classification score obtained in the first place. """ # Author: Alexandre Gramfort # License: BSD 3 clause print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.svm import SVC from sklearn.cross_validation import StratifiedKFold, permutation_test_score from sklearn import datasets ############################################################################## # Loading a dataset iris = datasets.load_iris() X = iris.data y = iris.target n_classes = np.unique(y).size # Some noisy data not correlated random = np.random.RandomState(seed=0) E = random.normal(size=(len(X), 2200)) # Add noisy data to the informative features for make the task harder X = np.c_[X, E] svm = SVC(kernel='linear') cv = StratifiedKFold(y, 2) score, permutation_scores, pvalue = permutation_test_score( svm, X, y, scoring="accuracy", cv=cv, n_permutations=100, n_jobs=1) print("Classification score %s (pvalue : %s)" % (score, pvalue)) ############################################################################### # View histogram of permutation scores plt.hist(permutation_scores, 20, label='Permutation scores') ylim = plt.ylim() # BUG: vlines(..., linestyle='--') fails on older versions of matplotlib #plt.vlines(score, ylim[0], ylim[1], linestyle='--', # color='g', linewidth=3, label='Classification Score' # ' (pvalue %s)' % pvalue) #plt.vlines(1.0 / n_classes, ylim[0], ylim[1], linestyle='--', # color='k', linewidth=3, label='Luck') plt.plot(2 * [score], ylim, '--g', linewidth=3, label='Classification Score' ' (pvalue %s)' % pvalue) plt.plot(2 * [1. / n_classes], ylim, '--k', linewidth=3, label='Luck') plt.ylim(ylim) plt.legend() plt.xlabel('Score') plt.show()