GitHub user iyerr3 opened a pull request:
https://github.com/apache/incubator-madlib/pull/77
Cross validation in Elastic Net
Note: Currently this is rebased on top of the grouping PR (#69) and has the
commits from that PR. When that PR is merged, this should be corrected to only
the CV commits.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/iyerr3/incubator-madlib
feature/en_cross_validation
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/incubator-madlib/pull/77.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #77
----
commit c1c979b2b751dcee88cb70d116a6fe12d7b6c8f5
Author: Nandish Jayaram <[email protected]>
Date: 2016-09-30T00:08:20Z
Elastic Net: Add grouping support
JIRA: MADLIB-950
Support for grouping in elastic net. Changes include:
- elastic net train for both Gaussian and Binomial models,
with FISTA and IGD optimizations.
- ust active sets for FISTA, but active sets are used only
after the log-likelihood of all the groups becomes 0.
- install check changes covering a wider span of parameter
permutations
- minor doc changes
TO DO:
- elastic net predict is not handled for groups yet.
- update docs with better examples
commit 35f104ae4e107d0ad4de7b6f90d355dc7b9b9713
Author: Nandish Jayaram <[email protected]>
Date: 2016-11-03T18:53:04Z
Elastic Net: Add grouping support
JIRA: MADLIB-950
Add grouping support for the elastic net predict funtion. This commit
also includes:
- changes to install check tests
- updated docs
commit f873e07777e6b6e008776071276052910cafa5f9
Author: Nandish Jayaram <[email protected]>
Date: 2016-11-05T00:36:44Z
Several changes made:
- Group Iteration Controller was failing to make an error check
which resulted in an error in some rare cases. Fixed that.
- Issue with warmup/lambda count fixed
- PR comments addressed
- Move _cast_if_null() to utilities.utilities and change corresponding
code in SVM module.
commit 0269f17d9ebe9dbb63b1173aef3f0f1fc005cda6
Author: Rahul Iyer <[email protected]>
Date: 2016-11-03T22:42:17Z
Multiple Python style fixes
commit 138ae4d46390efd265f5aeee33365585cccb1b11
Author: Rahul Iyer <[email protected]>
Date: 2016-11-08T18:31:45Z
More minor fixes
commit a051eb113aecab645a40d7ba9e9b2332e2553d0f
Author: Rahul Iyer <[email protected]>
Date: 2016-11-08T19:41:38Z
Rebase fixes
commit d4574c8c62b7711cc265dba76d0a05a3fdb0848f
Author: Rahul Iyer <[email protected]>
Date: 2016-11-10T22:28:31Z
Refactor for CV
commit 4de8017ac4afb141782ae5d402e81e4351e31cd5
Author: Rahul Iyer <[email protected]>
Date: 2016-11-10T22:28:40Z
Fix bugs to allow CV
commit fa0ca2805fb2fb2217dda15c9181d1812f0e65fe
Author: Rahul Iyer <[email protected]>
Date: 2016-11-23T00:13:57Z
Multiple fixes in EN, CV
commit 0b28b03f7021eefda6da622269158414de73789f
Author: Rahul Iyer <[email protected]>
Date: 2016-11-28T19:41:38Z
Add a summary table
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