On Fri, Feb 15, 2013 at 10:35 AM, Gael Varoquaux <[email protected]> wrote: >> WDYT? > I find that lars_path is already a function that is complicated-enough, > with a signature difficult to understand, so I'd rather not make it more > complex. If there is a need, we can add a similar function that calls > lars_path to do what you are suggesting.
> However, before we do this, I'd like to understand: what is the usecase > and the purpose for this function? Which? lars_path or lasso_path or my proposition? What I propose in an faster and almost (in the sense that it's not computed via sgd and coefs may vary) drop-in replacement for lasso_path. In fact, some months ago I was trying to do parameter selection for Lasso using lasso_path and found it quite slow. I did the interpolation by hand from lars_path, and it became very fast, so I thought that'd may be worth of a PR. -- Charles-Pierre ------------------------------------------------------------------------------ Free Next-Gen Firewall Hardware Offer Buy your Sophos next-gen firewall before the end March 2013 and get the hardware for free! Learn more. http://p.sf.net/sfu/sophos-d2d-feb _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
