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Finding p-value of coefficients of a trained model

Latest activity Commented on by Muhammad Fazalul Rahman on 24 Apr 2018
I've trained a model using the "Regression Learner" app (GPR with Matern5/2 kernel), and I exported the model using the "Export Model" option. How do I obtain the coefficients and their corresponding p-values from the model? To re-learn the model it would take about 24 hours.

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1 Answer

Answer by Ahmet Cecen on 24 Apr 2018

Just load the model then explore using dot notation:
M.RegressionGP
RegressionGP
PredictorNames: {'column_1'}
ResponseName: 'Y'
CategoricalPredictors: []
ResponseTransform: 'none'
NumObservations: 10
KernelFunction: 'Matern52'
KernelInformation: [1×1 struct]
BasisFunction: 'Constant'
Beta: 0.4994
Sigma: 0.2928
PredictorLocation: 0.4946
PredictorScale: 0.2321
Alpha: [10×1 double]
ActiveSetVectors: [10×1 double]
PredictMethod: 'Exact'
ActiveSetSize: 10
FitMethod: 'Exact'
ActiveSetMethod: 'Random'
IsActiveSetVector: [10×1 logical]
LogLikelihood: -1.9069
ActiveSetHistory: []
BCDInformation: []

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Also here is an explanation of what each field is: Reference

But is there a way to get the p-values of the regression coefficients?

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