hahaha @Olivier 's Garotte cake
This paper mentions
We also show that the nonnegative garrote has the nice
property that with probability tending to one, the solution path contains an
estimate that correctly identi es the set of important variables and is
consis-
tent for the coecients of the important variables. Such property is valid
for
another popular variable selection method, LASSO, only under restrictive
con-
ditions.
http://www2.isye.gatech.edu/statistics/papers/05-25.pdf
2012/4/10 Olivier Grisel <[email protected]>
> Le 10 avril 2012 14:39, Gael Varoquaux <[email protected]> a
> écrit :
> > What the benefit of non-negative Garotte?
>
> To cook a non-negative Garotte cake?
>
> --
> Olivier
> http://twitter.com/ogrisel - http://github.com/ogrisel
>
>
> ------------------------------------------------------------------------------
> Better than sec? Nothing is better than sec when it comes to
> monitoring Big Data applications. Try Boundary one-second
> resolution app monitoring today. Free.
> http://p.sf.net/sfu/Boundary-dev2dev
> _______________________________________________
> Scikit-learn-general mailing list
> [email protected]
> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>
------------------------------------------------------------------------------
Better than sec? Nothing is better than sec when it comes to
monitoring Big Data applications. Try Boundary one-second
resolution app monitoring today. Free.
http://p.sf.net/sfu/Boundary-dev2dev
_______________________________________________
Scikit-learn-general mailing list
[email protected]
https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
