On Thu, Oct 4, 2012 at 8:40 AM, Gael Varoquaux <[email protected]> wrote: > 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.
I tried with a home-made "naive" implementation of lars/lasso, and I don't observe the unstable behavior. Code and results available here: https://gist.github.com/3828759 . Alejandro. ------------------------------------------------------------------------------ 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
