On Fri, Feb 15, 2013 at 03:03:58PM +0100, Olivier Grisel wrote: > > In my opinion, I am not sure that you want an interpolator that > > interpolate the model parameters for specific alphas. You may want to > > compute the RMSE at the knots of the path, because I think that this is > > where they will be the minimum that you are looking for.
> BTW is there any theoretical (geometric) guarantee that this is the case? Between knots, the coefficients are affine functions (theoretically proven and well-known). Thus the squared residuals are affine functions too. Thus they can be minimum only at one end of the affine functions, i.e. a knot. G ------------------------------------------------------------------------------ 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
