2012/3/21 Gael Varoquaux <[email protected]>:
> On Wed, Mar 21, 2012 at 12:24:39PM +0900, Mathieu Blondel wrote:
>> If the online NMF and SGD-based matrix factorization proposals are
>> merged as I suggested before, I think it would make a decent GSOC
>> project. Besides, if two different students were to work on the two
>> proposals in parallel, I think there would be too much overlap.
>
> Agreed. In general I think that such a project would have a good profile
> for a GSOC.
>

Okay, that sounds reasonable to me too.
It appears to me that it might be in everyone interest if I apply for
a different project. I'm considering "Coordinated descent in linear
models beyond squared loss (eg Logistic)"
I'm currently working on a p>>N problem using the R scout package,
where I’m running into "out of memory" and performance issues due to
R's memory restrictions. I could imagine that scikit-learn could
really profit I we could get around this problems.
In short, I think it could be interesting to implement the scout method too:
"We show that ridge regression, the lasso, and the elastic net are
special cases of covariance-regularized regression"
http://www-stat.stanford.edu/~tibs/ftp/WittenTibshirani2008.pdf

Best,
Immanuel

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