hi ariel, indeed coordinate descent (an all interative solvers I know) will converge slowly for low regularization. So just increase max_iter and set tol to 1e-15
Best, Alex On Wed, Sep 26, 2012 at 7:36 AM, Gael Varoquaux <[email protected]> wrote: > Hi Ariel, > > On Tue, Sep 25, 2012 at 05:44:21PM -0700, Ariel Rokem wrote: >> Initially, I suspected that this has to do with the non-negativity >> constraint I applied, so I removed that. > > Indeed, if you are imposing positivity, you do not have a least square. > >> Then, I was wondering whether it might have to do with the correlation >> among my regressors, so I tried linear_model.LinearRegression. This >> fits all the way, leaving no residuals. > > With no regularization, the algorithm used by the ElasticNet object (a > coordinate descent) has a very hard time converging. Are you sure that > the residuals that you are seeing are not simply numerical errors? > > HTH, > > Gaël > > ------------------------------------------------------------------------------ > 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
