Is there a documentation where it is explained why scikit-learn does not provide p-values? Is there a documentation, paper etc. where it is explained why scikit-learn does not provide p-values/confidence levels (1, 2, 3, 4)? Note: I'm not asking about opinions, but about documentation. For example the R package lme4 does not provide p-values either, but has a FAQ point  about this. On the official scikit-learn website I found no explanation for this desicion.
There is a scoring function in sklearn package which is used in a feature selection procedure. This function first computes F-score and then converts it to p-value.