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8080labs / ppscore

Predictive Power Score (PPS) in Python
MIT License
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[Question] Factor analysis or it's equivalent in PPScore #33

Open neomatrix369 opened 4 years ago

neomatrix369 commented 4 years ago

Question

At the moment this is just a query, if there is anything equivalent to "Factor analysis" in PPScore or if someone knows of steps to come up with then given a dataset.

It's possible this is a missing feature but before I make such claims I wanted to inquire and start a discussion.

Additional context

Found these resources related to this topic/concept:

FlorianWetschoreck commented 4 years ago

Hi Mani, thank you for bringing this up. Currently, we do not know about a way to use PPS for performing factor analysis. Can you maybe elaborate more on what was your thinking process behind the request?

neomatrix369 commented 4 years ago

Hi Mani, thank you for bringing this up. Currently, we do not know about a way to use PPS for performing factor analysis. Can you maybe elaborate more on what was your thinking process behind the request?

Thanks for the reply @FlorianWetschoreck I'm new to this topic as well and so not sure if I can add much.

But reading about the concept it looks like, it can be useful to DS/Stats folks to find out variables that are independent - helping with the "corelation does not mean causality" question.

I'm also looking at it as another tool to add to the tool chest! Further than this, I'm not sure what to say.

Did you take a look at scikit-learn's implementation and example?

FlorianWetschoreck commented 4 years ago

Regarding the "correlation does not mean causality" question, I recommend you to also have a look at "The book of why" by Judea Pearl which gives a great overview and presents many relevant techniques.

Regarding factor analysis, I am still unsure on how to incorporate or blend this with PPS because each technique has a different goal in mind. And thank you for sharing the sklearn links - I had a look at them

neomatrix369 commented 4 years ago

Thanks for the suggestion about out the book!

Just like yourself I'm not sure how to use this and also how it blends with PPS - but it's something to think about and I'll revert back when I have some ideas or implementations.