Also, it's not that GridSearch is sensitive in itself, but remember
you're doing LeaveOneOut, so for every grid point you are actually
doing `n_samples` calls to clf.fit.
Maybe one of these calls is significantly slower than others due to scaling.

On Wed, Jul 3, 2013 at 10:42 PM, Lars Buitinck <l.j.buiti...@uva.nl> wrote:
> 2013/7/3 Josh Wasserstein <ribonucle...@gmail.com>:
>> Hmm, I noticed that if I run
>>
>> from sklearn import preprocessing
>> X = preprocessing.scale(X)
>>
>> beforehand, it runs extremely fast!
>>
>> Why is that?
>
> Because support vector machines are quite sensitive to extreme feature
> values. You should always scale anything that goes into an SVM. This
> is documented: 
> http://scikit-learn.org/stable/modules/svm.html#tips-on-practical-use
>
> --
> Lars Buitinck
> Scientific programmer, ILPS
> University of Amsterdam
>
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