2011/12/6 Andreas Mueller <[email protected]>:
> On 12/06/2011 04:55 AM, Gael Varoquaux wrote:
>> On Mon, Dec 05, 2011 at 10:54:42PM +0100, Olivier Grisel wrote:
>>> - libsvm uses SMO (a dual solver) and supports non-linear kernels and
>>> has complexity ~ n_samples^3 hence cannot scale to large n_samples
>>> (e.g. more than 50k).
>>> - liblinear uses some kind of fancy coordinate descent (primal or dual
>>> solvers) optimized for regularized linear models, provides more
>>> regularization / loss function options such as l1 penalty and can
>>> scale to large n_samples (as long as the sparse internal
>>> representation of the data fits in memory).
>>>> By the way, I suggest someone update the documentation to specify what
>>>> the consequences of using the different SVM classes are. Currently
>>>> LinearSVC is recommend "for huge datasets", not "for huge sparse
>>>> datasets." That is on
>>>> this page:
>>>> http://scikit-learn.sourceforge.net/dev/modules/generated/sklearn.svm.LinearSVC.html
>>> For huge dense data, the only viable option is SGDClassifier on memory
>>> mapped arrays (double precision).
>> The full content of the above paragraphs should be pasted in the docs
>> (with a little bit of rewording).
>>
> +1

+1 too. I starred this email to remember to do it but please any feel
free to do it before I do.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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