On Wed, Sep 26, 2012 at 09:53:36PM -0700, Ariel Rokem wrote: > I haven't tried this yet - I'll try it tomorrow. In a way it sounds like it's > inadvertently implementing an early stopping criterion,
Yes: maxiter and tol > which is also a form of regularization. That's confusing, considering > that I set the regularization to 0. Indeed. However in the real world of numerical algorithms, this kind of problems happen often, and there is no way you avoid them. One option would be to set a tiny tol and not limit the amount of iterations, but for most people, this ends up being a problem more than a solution. In practice, it is not recommended to use coordinate descent with a very small regularization. HTH, Gaël ------------------------------------------------------------------------------ Everyone hates slow websites. So do we. Make your web apps faster with AppDynamics Download AppDynamics Lite for free today: http://ad.doubleclick.net/clk;258768047;13503038;j? http://info.appdynamics.com/FreeJavaPerformanceDownload.html _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
