8000 BIC formula or calculation not mentioned · Issue #17072 · scikit-learn/scikit-learn · GitHub
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bsamanvitha opened this issue Apr 28, 2020 · 4 comments · Fixed by #23146
Closed

BIC formula or calculation not mentioned #17072

bsamanvitha opened this issue Apr 28, 2020 · 4 comments · Fixed by #23146
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@bsamanvitha
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bsamanvitha commented Apr 28, 2020 •
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Describe the issue linked to the documentation

In this link:
https://scikit-learn.org/stable/auto_examples/mixture/plot_gmm_selection.html

there is no mention of how the BIC metric is calculated. Some textbooks show a negative sign and some show a positive sign before the equation.

Suggest a potential alternative/fix

It would be nice to show a latex formula of BIC used in the implementation.
@ishdutt
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ishdutt commented May 6, 2020

I couldn't find any discrepancy in BIC formula over the internet. It's just that in some places the negative term is written first. You can check out this paper Here
Hope that it helped.

@bsamanvitha
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I couldn't find any discrepancy in BIC formula over the internet. It's just that in some places the negative term is written first. You can check out this paper Here
Hope that it helped.

Yes, I never said there is a "discrepancy". It's about the negative sign. It would be nice to show if the implementation is using negative or positive sign.

@Micky774
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Micky774 commented Apr 16, 2022 •
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The formula for BIC is explicitly covered in the user guide. This is also linked in the docstring/API page of mixture.GaussianMixture and mixture.GaussianMixture.bic. I'll open a PR suggesting a direct link in the plot example.

@Micky774 Micky774 moved this from Delegate📪 to In Progress🏗 in Quansight's scikit-learn Project Board Apr 16, 2022
@thomasjpfan
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Currently it takes quite a few clicks to go from the example to the API page to the user guide.
To help future readers, I think it makes sense to link BIC from the example to the user guide

scikit-learn/examples/mixture/plot_gmm_selection.py

Line 7 in e2d1209

Gaussian Mixture Models using information-theoretic criteria (BIC).

@Micky774 Micky774 mentioned this issue Apr 16, 2022
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Repository owner moved this from In Progress🏗 to Done🚀 in Quansight's scikit-learn Project Board Apr 17, 2022
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DOC Added hyperlink to AIC-BIC User Guide entry Micky774/scikit-learn
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@thomasjpfan @bsamanvitha @ishdutt @Micky774
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