This is confusing to me too. I wanted to copy it for the OMP CV, but it seems overly complicated.
Vlad On Aug 20, 2012, at 17:19 , Andreas Müller <[email protected]> wrote: > Hi Alex. > Thanks for the answer. So it estimates ``n_nonzero_coefs``. > As far as I can see, you can not get this from the fitted LarsCV > extimator. > As Lars is forward stepwise without any regularization as I understand, > I don't see what the alpha parameter that is returned does. > > So basically I'm a bit confused by the interface. > I could dig into the code but I thought someone might explain it... > > Cheers, > Andy > > > ----- Ursprüngliche Mail ----- > Von: "Alexandre Gramfort" <[email protected]> > An: [email protected] > Gesendet: Montag, 20. August 2012 15:20:04 > Betreff: Re: [Scikit-learn-general] What does LarsCV do? > > hi Andy, > > Lars is a forward feature selection technique. The parameter to cross-validate > is the number of used features (like in OrthogonalMatchingPursuit btw) > LarsCV should (in principle) estimate it. > > Alex > > On Sat, Aug 18, 2012 at 9:27 PM, Andreas Mueller > <[email protected]> wrote: >> Hi everybody. >> I was just trying to understand LarsCV. I am not so familiar with >> the linear models so this might be a stupid question. >> What parameter of Lars does LarsCV actually cross-validate? >> It seems to me like the only important parameter of Lars is n_nonzero_coefs, >> but I don't see how this can be obtained from LarsCV. >> What am I missing? >> >> Best, >> Andy >> >> ------------------------------------------------------------------------------ >> 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 >> > > ------------------------------------------------------------------------------ > 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 > > ------------------------------------------------------------------------------ > 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 ------------------ Vlad N. http://vene.ro ------------------------------------------------------------------------------ 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
