> I did find the part in coordinate_descent.py where alpha_max is chosen, but > I don't fully understand the reasoning behind it: > > alpha_max = np.abs(Xy).max() / (n_samples * l1_ratio)
it can be derived from the KKT optimality conditions of the Lasso problem. A ------------------------------------------------------------------------------ October Webinars: Code for Performance Free Intel webinars can help you accelerate application performance. Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most from the latest Intel processors and coprocessors. See abstracts and register > http://pubads.g.doubleclick.net/gampad/clk?id=60135031&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
