2012/4/13 Conrad Lee <[email protected]>: > Thanks for the suggestion of how to change RFE.py to exploit warm_start. > Should I add this feature to rfe.py and make a pull request? Or is this > functionality too specialized? > >> As we said in the issue you opened recently, SGDRegressor doesn't monitor >> convergence therefore warm_start won't make things faster out of the box. >> But you can still try to reduce the number of iterations by hand (since the >> solution is warm-started, you can expect SGD to find a solution in a fewer >> iterations). > > > Do you know of other fast estimators I can use that do check for > convergence? Or is SGDRegressor in general the fastest? I know speed will > depend on many factors, what other estimators would you suggest as quite > quick?
``benchmarks/bench_sgd_regressor.py`` illustrates the effect of number of training samples and number of features on the training time of different regressors. It seems that SGDRegressor excels in the large n regime - below 1000 samples, Ridge should be faster. Please take the results with a grain of salt - I bet I spent more time on tuning SGDRegressor than the others.... best, Peter > > ------------------------------------------------------------------------------ > For Developers, A Lot Can Happen In A Second. > Boundary is the first to Know...and Tell You. > Monitor Your Applications in Ultra-Fine Resolution. Try it FREE! > http://p.sf.net/sfu/Boundary-d2dvs2 > _______________________________________________ > Scikit-learn-general mailing list > [email protected] > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > -- Peter Prettenhofer ------------------------------------------------------------------------------ For Developers, A Lot Can Happen In A Second. Boundary is the first to Know...and Tell You. Monitor Your Applications in Ultra-Fine Resolution. Try it FREE! http://p.sf.net/sfu/Boundary-d2dvs2 _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
