2013/11/7 Vlad Niculae <zephy...@gmail.com>: > Hi everybody, > > I just updated the gist quite a lot, please take a look: > http://nbviewer.ipython.org/7224672 > > I'll go to sleep and interpret it with a fresh eye tomorrow, but > what's interesting at the moment is: > > KKT's performance is quite constant, > PG with sparsity penalties (the new, simpler ones, not the > implementation in current master, also with fixed stopping condition) > is quite fast! > Residual calculation is fixed and suggests that the solvers work well.
It seems that the L-BFGS-B residuals can still be significantly higher than the others. Is the regularization the same for this optimizer? Or is the convergence criterion too lax? Thanks for this evaluation Vlad. Indeed adding multitask lasso and maybe elastic net would be great. -- Olivier ------------------------------------------------------------------------------ November Webinars for C, C++, Fortran Developers Accelerate application performance with scalable programming models. Explore techniques for threading, error checking, porting, and tuning. Get the most from the latest Intel processors and coprocessors. See abstracts and register http://pubads.g.doubleclick.net/gampad/clk?id=60136231&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
