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What does a chi2 test tell you?
A chi-square (χ2) statistic is a test that measures how a model compares to actual observed data. The chi-square statistic compares the size any discrepancies between the expected results and the actual results, given the size of the sample and the number of variables in the relationship.
What is the F test used for?
ANOVA uses the F-test to determine whether the variability between group means is larger than the variability of the observations within the groups. If that ratio is sufficiently large, you can conclude that not all the means are equal.
Where chi-square test is applied?
The Chi-Square test is a statistical procedure used by researchers to examine the differences between categorical variables in the same population. For example, imagine that a research group is interested in whether or not education level and marital status are related for all people in the U.S.
How to use chi-squared in feature selection?
Compute chi-squared stats between each non-negative feature and class. This score can be used to select the n_features features with the highest values for the test chi-squared statistic from X, which must contain only non-negative features such as booleans or frequencies (e.g., term counts in document classification), relative to the classes.
What does higher Chi2 mean in selectkbest?
So a higher value of chi2 statistic means “two categorical variables are dependent” and MORE USEFUL for classification. SelectKBest gives you the best two (k=2) features based on higher chi2 values. Thus you need to get those features that it gives, rather that getting the “other features” on the chi2 selector.
How is chi test used for feature selection in machine learning?
From the definition, of chi-square we can easily deduce the application of chi-square technique in feature selection. Suppose you have a target variable (i.e., the class label) and some other features (feature variables) that describes each sample of the data.
Where to get the best features in Chi2?
You are correct to get the chi2 statistic from chi2_selector.scores_ and the best features from chi2_selector.get_support (). It will give you ‘petal length (cm)’ and ‘petal width (cm)’ as top 2 features based on chi2 test of independence test.