[scikit-learn] Permutation-test-score

[Afarin Famili]

Hi,


Can anyone please tell me what  does "permutation_test_score"(and the p_value it returns) do in  scikit-learn? I am assuming it outputs the statistical significance of the performance of regression models. I am planning on comparing the performance of various regression models if the performance measure they are reporting is statistically significant. To this end, I wanna output the p-value of the prediction first, and if it was smaller than a certain cut-off, I would then report the performance metrics, such as r2 and MSE.

Do p-value and score outputs from "permutation-test-score" not provide me with what I want?

Afarin




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