On 03/14/2012 08:58 PM, Olivier Grisel wrote:
> Le 14 mars 2012 08:57, Satrajit Ghosh<[email protected]>  a écrit :
>    
>>> IMO We should record the fit durations and return the fastest among
>>> the tied models. This is model agnostic and favoring fast convergence
>>> is a nice feature for the user.
>>>        
>>
>> doesn't too many machine and code dependent parameters come into play that
>> have nothing to do with the simplicity of the model?
>>      
> I am not asserting that faster models for a given accuracy level will
> always be the most regularized once (I am not sure this is even true,
> I am sure we can find counter examples). I am just asserting that
> faster parameter sets are a good way to arbitrarily break ties on
> predictive accuracy as the user will prefer using parameters that lead
> to faster models.
>
>    
Counterexample: KNN. higher k = more regularization.

Though not really a counterexample on a claim any one made,
just came into my head ;)

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