>hum it's seems surprising that a coordinate descent procedure blows up the >memory but i'll have to read the paper. When I find the time … > >I had more in mind the glmnet approach for multinomial logistic regression >which scales pretty well AFIAK
These remarks were quite useful to me, thanks. I'm now using the glmnet package which indeed, is both fast and has low memory consumption (and incudes the strong rules : ) ) .The referenced papers are quite interesting too. ------------------------------------------------------------------------------ This SF email is sponsosred by: Try Windows Azure free for 90 days Click Here http://p.sf.net/sfu/sfd2d-msazure _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
