I updated the gist with the example in __main__ to create the plots as in
http://www2.isye.gatech.edu/statistics/papers/05-25.pdf, figure 1.
Bon weekend
J
2012/4/11 Jaques Grobler <[email protected]>
> haha okay, I'll give it a swing!
>
> J
>
>
> 2012/4/11 Alexandre Gramfort <[email protected]>
>
>> > The simulations that are done in the last mentioned paper by Ming Yuan
>> and
>> > Yi Lin,
>> > http://www2.isye.gatech.edu/statistics/papers/05-25.pdf, they find
>> that the
>> > NG seems to do
>> > generally better than the LASSO (figure 1)
>>
>> if you can reproduce this figure using my gist I pay you a beer :)
>>
>> I would be a sufficient argument for adding this estimator to the scikit.
>>
>> Alex
>>
>>
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