> Yes, basically the non-negative garrote is a non-negative Lasso, if I > understand it correctly. Thus if your priors are that your model is > sparse, and with only positive weights, the non-negative garrote is the > right estimator.
no :) it has a rescaling step like Adaptive Lasso but using OLS. The positivity is just to impose the same sign of in coef_ and coef_ as obtained with OLS Alex ------------------------------------------------------------------------------ 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
