Scikit-Learn doesn't exhibit the p-values for your models. I'm used to look at the p-values - besides a few other factors - when choosing the variables to consider on my final model. However, p-values doesn't see a big deal for Scikit-Learn. Why is that? Isn't p-value important? Can I use a variable even though the p-value is considerably large?

In the question <https://stackoverflow.com/questions/59908991/what-is-the-level-of-significance-considered-in-the-logistic-regression-using-sc/59911394#59911394> the user Matias says p-values are not used in Machine Learning. Is that true?