On Thu, Oct 04, 2012 at 06:39:00AM -0600, Alejandro Weinstein wrote: > Any reason for this behavior?
It's probably because the lars algorithm is unstable with correlated regressors. This is a fundamental problem and is not really fixable. In such a situation, use the 'Lasso' object, that relies on a coordinate-descent solver, rather than the Lars to solve the lasso problem. HTH, Gaël ------------------------------------------------------------------------------ Don't let slow site performance ruin your business. Deploy New Relic APM Deploy New Relic app performance management and know exactly what is happening inside your Ruby, Python, PHP, Java, and .NET app Try New Relic at no cost today and get our sweet Data Nerd shirt too! http://p.sf.net/sfu/newrelic-dev2dev _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
