Re: Does Weka do assumption check?

Hi all,

interesting remarks. I think that assumption checking is particularly 
reasonable if you, for whatever reason, expect that you have to make 
predictions *outside* the range of training data (sort of extrapolation) 
or if you have relatively little data. I think that there are quite some 
scenarios, like these, where you can obtain somehow reasonable results 
on training (and maybe also validation) data, but things could badly 
wrong on new data. This can justify the assumption checks (one could 
also do it post-hoc, just in case the AutoML tool tells you that LR was 
the best algorithm, just to be sure).

But, and in agreement with Eibe, I personally think that a reasonable 
EDA should be part of the analysis workflow anyway and *always* (and 
this I say as an AutoML guy). And if you do an EDA, you will already 
have covered the assumptions (depending of course on how exhaustive you 
went in your EDA).

By 5 cents,
Felix

On 2023-08-26 14:22, Michael Hall wrote:
>> On Aug 24, 2023, at 6:28 PM, Shi, Catherine <[email protected]> 
>> wrote:
>> 
>> Yes. Does Weka support these? Thanks!
> 
> I had a little trouble understanding the question. Any implementation
> of linear regression is going to make these assumptions. They are not
> going to check them. Normally it is up to you to decide if the
> assumptions are met and you want to use linear regression. Probably
> more normally you just try linear regression and see what results you
> get and don’t worry about the assumptions.
> 
> Pre-checking if the assumptions are met is sort of an interesting
> idea. I think Eibe was trying to show how you could do this with Weka.
> 
> There are many other classifiers that can be used so it usually easier
> just to try a few and see which perform best. Weka’s experimenter can
> be used for this. Or just repeated trial and error. You can also
> ensemble or use multiple classifiers together to improve performance.
> 
> If linear regression is a requirement and you want to be diligent in
> checking the assumptions. Eibe’s s suggestions would be the way to go.
> 
> 
> 
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