Hi,

If you want to use p-values for rigorous statistical tests, I would advise using a logistic regression library which does not apply regularization. The scikit-learn version we use in the visual machine learning feature is regularized, which is better for classification performance, but less so for interpretability.

There is a Python implementation for unregularized logistic regression (a.k.a. logit) in the library statsmodel. Alternatively, you could use many R packages such as glm.

Cheers,

Alex