2013/2/15 Charles-Pierre Astolfi <[email protected]>: > 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.
Yes but this is not using the coordinate descent algorithm used by default in lasso_path hence I find it confusing for the user to use the lars solver in the lasso_path function. I would rather extend the lars_path function or create a new one (e.g. interpolated_lars_path) to be more explicit. > 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. Sure. -- Olivier http://twitter.com/ogrisel - http://github.com/ogrisel ------------------------------------------------------------------------------ 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
