All Apps and Add-ons

Assigning T-Score or P-Value to Regression (Numerical Prediction Model)

washbj
New Member

Hello,

I am currently attempting to run a Experiment using the "Predict Numeric Fields" format with 109 possible fields to use for predicting. I am able to get a decent R^2 value but I have noticed that Splunk seems to lack any data related to T-Score or P-Value so I cannot make sense of any of my coefficient values.

I have attempted to research the "score" keyword and I have not found a strong application that can run on multiple fields.

Does Splunk have a built in way to assign a score to multiple coefficients in a regression algorithm?

-I am looking for a solution in the Machine Learning toolkit v3.3, but have access to a local copy with ML v4.1 as well.

0 Karma

astein_splunk
Splunk Employee
Splunk Employee

Thanks for your question.
You will need to nest your |Score commands today - sort of like this
| inputlookup track_day.csv
| sample partitions=100 seed=1234
| search partition_number > 70
| apply example_vehicle_type as DT_prediction probabilities=true
| multireport
[| score confusion_matrix vehicleType against DT_prediction]
[| score roc_auc_score vehicleType against "probability(vehicleType=2013 Audi RS5)" pos_label="2013 Audi RS5"]

Keep an eye out for MLTK updates, we have some great stuff coming out to make these easier for you!

0 Karma

grana_splunk
Splunk Employee
Splunk Employee

Hi,

Did you get a chance to look into Score command Documentation? Let me know if this helps. https://docs.splunk.com/Documentation/MLApp/4.1.0/User/ScoreCommand

0 Karma

washbj
New Member

I have looked through the available options and tried a few, specifically the Pearson and Spearman Regression scoring methods which give a p-value, but these will only give one score at a time which does no good.

I'm continuing to research and try the methods under "Classification" :
Accuracy
Confusion matrix
F1-score
Precision
Precision-Recall-F1-Support
Recall
ROC-AUC-score
ROC-curve

0 Karma
Get Updates on the Splunk Community!

Index This | I am a number, but when you add ‘G’ to me, I go away. What number am I?

March 2024 Edition Hayyy Splunk Education Enthusiasts and the Eternally Curious!  We’re back with another ...

What’s New in Splunk App for PCI Compliance 5.3.1?

The Splunk App for PCI Compliance allows customers to extend the power of their existing Splunk solution with ...

Extending Observability Content to Splunk Cloud

Register to join us !   In this Extending Observability Content to Splunk Cloud Tech Talk, you'll see how to ...