2011/12/6 Vlad Niculae <[email protected]>: > On Tue, Dec 6, 2011 at 11:46 PM, Alexandre Gramfort > <[email protected]> wrote: >> I do confirm that Lasso and LassoLars both minimize >> >> 1/2n || y - Xw || + alpha ||w||_1 >> >> and that the n should not be present in the sparse coding context. >> >> it means : >> >> http://scikit-learn.org/stable/modules/linear_model.html#lasso >> >> is not correct. I don't know if this also affects the doc of the SGD. >> I would also vote for writing the cost function minimized in the Lasso >> (etc.) docstrings. >> >> regarding the shapes using sparse_encode I'll let Vlad comment. > > At first sight I agree with Olivier re: the shapes. The alpha issue is > a semantics one and we should simply multiply it back by the > appropriate dimension in order to expose a clear interface. > > How about I address these issues in the pull request I opened earlier today?
+1, also make it possible to expose the ability to up the max_iter of LARS from the sparse_encode API as reported by Ian. > I just remember discussing with Alex that the alpha values for the > MiniBatch versions of the algorithms didn't correspond to the batch > versions. I now realize that this might be the reason; the scaling for > a mini-batch was different than for the full batch. Indeed. -- Olivier http://twitter.com/ogrisel - http://github.com/ogrisel ------------------------------------------------------------------------------ Cloud Services Checklist: Pricing and Packaging Optimization This white paper is intended to serve as a reference, checklist and point of discussion for anyone considering optimizing the pricing and packaging model of a cloud services business. Read Now! http://www.accelacomm.com/jaw/sfnl/114/51491232/ _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
