On Wed, Mar 07, 2012 at 03:11:09PM +0100, Olivier Grisel wrote:
> > Obviously doing this right is quite a lot of work. I think that my group
> > could invest  some efforts in this direction. We were starting to discuss
> > this a bit.

> Multinomial logistic regression with a tweaked coordinate descent for
> the case n_samples << n_features would be a great GSoC proposal to add
> on the wikipage.

I'd go for a few other losses in addition, including square loss (i.e.
improving our Lasso/ElasticNet). Hey, it's a GSOC, it should be
ambitious.

> Any volunteer to mentor it (I am thinking Gael or
> Alexandre mostly, Lords of the small n_samples Realm).

I guess Alex and I can mentor.

G

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