sklearn.model_selection
.permutation_test_score¶

sklearn.model_selection.
permutation_test_score
(estimator, X, y, groups=None, cv=None, n_permutations=100, n_jobs=1, random_state=0, verbose=0, scoring=None)[source]¶ Evaluate the significance of a crossvalidated score with permutations
Read more in the User Guide.
Parameters: estimator : estimator object implementing ‘fit’
The object to use to fit the data.
X : arraylike of shape at least 2D
The data to fit.
y : arraylike
The target variable to try to predict in the case of supervised learning.
groups : arraylike, with shape (n_samples,), optional
Labels to constrain permutation within groups, i.e.
y
values are permuted among samples with the same group identifier. When not specified,y
values are permuted among all samples.When a grouped crossvalidator is used, the group labels are also passed on to the
split
method of the crossvalidator. The crossvalidator uses them for grouping the samples while splitting the dataset into train/test set.scoring : string, callable or None, optional, default: None
A single string (see The scoring parameter: defining model evaluation rules) or a callable (see Defining your scoring strategy from metric functions) to evaluate the predictions on the test set.
If None the estimator’s default scorer, if available, is used.
cv : int, crossvalidation generator or an iterable, optional
Determines the crossvalidation splitting strategy. Possible inputs for cv are:
 None, to use the default 3fold cross validation,
 integer, to specify the number of folds in a (Stratified)KFold,
 An object to be used as a crossvalidation generator.
 An iterable yielding train, test splits.
For integer/None inputs, if the estimator is a classifier and
y
is either binary or multiclass,StratifiedKFold
is used. In all other cases,KFold
is used.Refer User Guide for the various crossvalidation strategies that can be used here.
n_permutations : integer, optional
Number of times to permute
y
.n_jobs : integer, optional
The number of CPUs to use to do the computation. 1 means ‘all CPUs’.
random_state : int, RandomState instance or None, optional (default=0)
If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.
verbose : integer, optional
The verbosity level.
Returns: score : float
The true score without permuting targets.
permutation_scores : array, shape (n_permutations,)
The scores obtained for each permutations.
pvalue : float
The pvalue, which approximates the probability that the score would be obtained by chance. This is calculated as:
(C + 1) / (n_permutations + 1)
Where C is the number of permutations whose score >= the true score.
The best possible pvalue is 1/(n_permutations + 1), the worst is 1.0.
Notes
This function implements Test 1 in:
Ojala and Garriga. Permutation Tests for Studying Classifier Performance. The Journal of Machine Learning Research (2010) vol. 11