Dear Weka list!
Thank you for this great group.
I have 2 issues to ask if i may,
1.I'm using the Experimenter running 10 iterations of 5 different
algorithms on 10 Fold cross validation on my data set. Is there any way to
compare the AUC's in a non-parametric way (rather than the T-test). for
example : De-Long method or sign-rank?
I recieved a reviewer comment which specified the AUCs on my data probably
do not have normal ditrubations so T-Test shouldn't be used.
2. I was advised to use a Penelized Logistic Regression (I.E LASSO). Is
there anyway to do so in Weka? I know there is the Ridge parameter in
Weka's logistic regression , but is it good enough? is the only way to do
that will be R? I'm afraid of this option - since then i won't be able to
compare the AUCs I got from Weka's experimenters and the R's LASSO
I apprecaite your help in advance,
Thanks you all