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Null-hypothesis distribution is estimated from randomly permuted data labels.
The distribution is estimated by calling fit() with an appropriate DatasetMeasure or TransferError instance and a training and a validation dataset (in case of a TransferError). For a customizable amount of cycles the training data labels are permuted and the corresponding measure computed. In case of a TransferError this is the error when predicting the correct labels of the validation dataset.
The distribution can be queried using the cdf() method, which can be
configured to report probabilities/frequencies from left
or right
tail,
i.e. fraction of the distribution that is lower or larger than some
critical value.
This class also supports FeaturewiseDatasetMeasure. In that case cdf() returns an array of featurewise probabilities/frequencies.
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_DEV_DOC =
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dist_samples = StateVariable(enabled= False, doc= 'Samples obt
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__permutations Number of permutations to compute the estimate the null distribution. |
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Parameters:
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Clean stored distributions Storing all of the distributions might be too expensive (e.g. in case of Nonparametric), and the scope of the object might be too broad to wait for it to be destroyed. Clean would bind dist_samples to empty list to let gc revoke the memory. |
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dist_samples
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