AIC and BIC support
caiostringari opened this issue · 10 comments
Hi,
Would you consider PR that implements AIC e BIC as comparison metrics in addition to SSE?
Cheers,
Caio
Hi,
Of course. It would be a good complement to the current implementation.
thanks
That's a simple addition. I have added it in code, see attachment (change .txt to .py and run a compare script to see changes) ;)
Thank you very much! I also have an working implementation, but never had time to clean up the code and push it. I will have look at your implementation and if I have something else that could be added I let you guys know.
Had a look at your script and found an error, thanks for pointing your script out to me @caiostringari! Fixed it and added sorting based on AIC or BIC in plot_pdf-, get_best- and summary functions. Same as last time; change .txt to .py and run a compare script to see changes) ;)
Is someone going to create a PR to merge these metrics? If not, I can.
Hi,
I implemented both AIC/BIC and Kullback-Leibler divergence metrics following what bartvanesWB did but I never had time to debug the code properly.
I will create a PR with what I did now.
Cheers,
Caio
Is there a known problem with the code that requires debugging? Or do you mean that it hasn't been tested? Thanks for the promptness :)
The code seems to work fine. I used it for my PhD thesis without problems but I only ran a handful of tests. My PR faille to pass the Travis tests but I am not sure why. If you are in a hurry, maybe use my fork?
@caiostringari @mechaman I have now accepted the PR. Thanks a lot for this contribution. I will update a new version on pypi (v1.2)
available in v1.2