> Sorry, I meant "a way to only calculate the alphas". The problem is that I > need to do this for a large number of datasets, so less calculations equals > more speed!
you mean the position of the kinks in the paths? for this look at lars_path with method=lasso lasso_path uses coordinate descent of a fixed grid of alphas: https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/linear_model/coordinate_descent.py#L576 HTH Alex ------------------------------------------------------------------------------ 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
