@Gilles,

Thanks for the link. Those classes basically implement a paper that
has a specific idea of RandomForests™ (no kidding, it's trademarked),
with bootstrapping, oob estimation, and n trees trained on the same
data.

I'm basically looking to take pre-trained classifiers and allows you
to combine the predicted probabilities in custom ways, like favoring
some classifiers over others, etc.

Not that RandomForests™ are not useful--they could be the building
block classifiers in such a system.

@Oliver's writeup would exactly solve my problem.

Cheers,
Doug




On Wed, Sep 26, 2012 at 2:30 AM, Gilles Louppe <[email protected]> wrote:
> @Doug: Sorry I was typing my previous response from my phone.
>
> The snippet of code that I was talking about can be found at:
> https://github.com/glouppe/scikit-learn/blob/master/sklearn/ensemble/forest.py#L93
>
> Cheers,
>
> Gilles
>
>
> On Wednesday, 26 September 2012, Gilles Louppe <[email protected]> wrote:
>> Hi,
>>
>> The ensemble classes handle the problem you describe already. Have a look
>> at the implementation of predict_proba of BaseForestClassifier in
>> ensemble.py if you want to do that yourself by hand.
>>
>> Hope this helps.
>>
>> Gilles
>>
>> On Wednesday, 26 September 2012, Mathieu Blondel <[email protected]>
>> wrote:
>>>
>>>
>>> On Wed, Sep 26, 2012 at 3:52 AM, Doug Coleman <[email protected]>
>>> wrote:
>>>>
>>>> If you examine the code, fit() "warms up" the optimization with some
>>>> additional parameters, then calls _partial_fit().  partial_fit() just
>>>> calls _partial_fit() directly. So, it looks like fit() and
>>>> partial_fit() could take a `classes` parameter for SGDClassifier,
>>>> rather than __init__. It seems a bit confused, actually, since
>>>> SGDClassifier's __init__ takes a class_weight dict for doing
>>>> cost-sensitive learning but then partial_fit() takes a classes
>>>> vector--what if they contradict each other?
>>>
>>> partial_fit should behave exactly like fit if you call it only once. So,
>>> for your use case, I would just use partial_fit with the classes parameter.
>>> # The difference between fit and partial_fit is that fit erases the
>>> previous model on subsequent calls whereas partial_fit starts from the
>>> previous model.
>>> Mathieu
>
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