On 03/07/2012 09:16 AM, Alexandre Gramfort wrote:
>> For n_features>  n_samples, I believe that coordinate descent is
>> faster in the dual. A primal coordinate descent needs to optimize one
>> w_i at a time. Therefore, if your data is high dimensional it can take
>> time. Liblinear implements shrinking to avoid revisiting some
>> coordinates. Maybe the greedy selection of coordinates you mention can
>> also help. But then, can it be called cyclic?
>>      
> with the sparse penalty it's faster in the primal as most w_i are zero
> and you end up working on a limited set of features.
>
>    
>>> I would indeed like to see a fast coordinate descent solver for logistic
>>> regression. I am more interested in the l1 penalty, but the l2 penalty is
>>> also useful. Multinomial loss could fall in such work.
>>>
>>> For such contribution to be actually useful, I'd like the code to be
>>> really fast with large n_features: we don't need a solver that doesn't
>>> scale to real problem. I am not an expert, but I think that a reference
>>> that I recently mentionned could be useful:
>>>
>>> http://www.jmlr.org/papers/volume11/yuan10c/yuan10c.pdf
>>>        
>> Note that the coordinate decent newton (CDN) algorithms for Logistic
>> Regression and L2-SVM mentioned in that paper are already in liblinear
>> and hence in scikit-learn :)
>>      
> yes but not for the multinomial. The good way is probably to use the same
> strategy but that's a lot of work to patch or rewrite part of liblinear.
>
> Regarding adding a BFGS implementation, we've always being reluctant
> to commit too naive implementation but I don't want to be dogmatic on this
> if it can be useful to somebody.
>
> Maybe we should list on the wiki all the gist that follow the scikit API
> and that might be useful.
>
>    
I love that :)
Then I can finally put my MLP code somewhere ;)

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