Folks,
to help get an overview of the many regression functions in sklearn,
I added some simple prints to tests/test_regressors_train.py
--> e.g.
R2 .828 |res| av 2.28 max 9.24 coef None GradientBoostingRegressor
R2 .81 |res| av 2.25 max 11 coef None RandomForestRegressor
R2 .735 |res| av 2.64 max 13.8 coef None ExtraTreesRegressor
R2 .716 |res| av 2.65 max 15.6 coef av -.391 max 2.35 SGDRegressor
...
test-regress.{py,log,sum} are in github.com/denis-bz/sklearn-regress .
Perhaps this could be on the way to an examples/try-regress.py
to help people understand / choose an XXregress that suits their needs.
It needs plots --
but how to compare and plot different regressors ?
Just sorting by R2 is, hmm, 1-dimensional. Ask stats people ?
cheers
-- denis
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