Hi Mathieu, On Sat, May 26, 2012 at 8:54 AM, Mathieu Blondel <[email protected]> wrote: > > > On Sat, May 26, 2012 at 11:37 PM, Ariel Rokem <[email protected]> wrote: >> >> >> Yes - that seems to work fine for this problem. However, I would like >> to also apply this to larger problems and I am worried that ridge >> regression will eventually become very slow. That's why I was trying >> out SGD. >> > > In Ridge, you can increase the tolerance parameter to accelerate the > termination of the algorithm (only effective when using sparse conjugate > gradient, which is the default for sparse data). >
I will try playing with that with my large matrices. Anyone have any other ideas about the original problem (the crash from SGDRegressor)? Thanks a lot! Ariel ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
