On 07/23/2012 11:49 AM, Peter Prettenhofer wrote:
> 2012/7/23 Emanuele Olivetti <[email protected]>:
>> [..]
>>
>> As you can see the solution is very simple and just based on 
>> np.logaddexp.reduce()
>> instead of np.exp().sum(), plus np.nan_to_num() and a little rearrangement.
>> I can prepare a pull request if you are interested.
> Hi Emanuele,
>
> Absolutely, that would be great - please, also include a test which
> exposes the bug.
>
>> With this little patch the issue disappears and GradientBoostingClassifier
>> gives the expected answers.
>>
>> Note that I haven't a simple toy example to reproduce the issue and
>> the actual dataset I'm using is large. Anyway I am sure that with a
>> little bit of time it would be possibile to write a simple example
>> that tricks MultinomialDeviance as described above.
> I see - anyways, it would be great if you could prepare the patch in a
> PR and we can work on the test collaboratively.
>
> Lets keep Scott posted - he might be interested as well @scottblanc .
>
> thanks,
>   Peter
>
>
>

Hi,

Pull request #975 , https://github.com/scikit-learn/scikit-learn/pull/975
is ready for comments and contributions. It just incorporates the fix I
proposed above with logsumexp() instead of logaddexp.reduce(), following
the suggestion of Gael.

The PR lacks a proper simple test. I'll try to think about it. Nevertheless
help is much appreciated :)

Best,

Emanuele


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