On Thu, Nov 10, 2011 at 8:12 PM, Adrien <[email protected]> wrote: > For my own needs (projected gradient descent), I quickly implemented it > here: https://gist.github.com/1272551 (I tested it against Duchi's own > Matlab code).
I think you implemented the algorithm based on sorting, which has complexity O(n_features log(n_features)). The other algorithm based on pivots in Figure 2 (which basically does the sorting and the summation as it goes) should be O(n_features) but is probably less easy to implement efficiently in pure Numpy. Mathieu ------------------------------------------------------------------------------ RSA(R) Conference 2012 Save $700 by Nov 18 Register now http://p.sf.net/sfu/rsa-sfdev2dev1 _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
