Hi, at Blue Yonder we often use Scikit-Learn but are sometimes missing more robust regression methods that are not based on the L2 norm. So far I only knew Theil-Sen as a linear regression method with only a single explanatory variable. The work of Xin Dang, Hanxiang Peng, Xueqin Wang and Heping Zhang extend the method to n explanatory variables. So it should perfectly fit into the sklearn.linear_model subpackage I think. Where is the line drawn between functionality that should go into StatsModels and into Scikit-Learn with respect to regression methods?
Florian On 10 January 2014 19:18, Skipper Seabold <jsseab...@gmail.com> wrote: > Hi, > > There have been some implementations of Theil-Sen floating around for > inclusion in statsmodels, but no PRs yet. IMO it might fit in a little better > in statsmodels.robust than sklearn unless their are some aspects of Theil-Sen > I'm not familiar with. > > Skipper > > Sent from my mobile > >> On Jan 10, 2014, at 12:16 PM, "florian.wilh...@gmail.com" >> <florian.wilh...@gmail.com> wrote: >> >> Hi, >> >> I'd like to add a Theil-Sen estimator for a multiple linear regression >> problem to Scikit-Learn as described in the paper: >> http://home.olemiss.edu/~xdang/papers/MTSE.pdf >> Is anyone already working on this or are there any objections >> regarding the inclusion of a Theil-Sen estimator into Scikit-Learn? >> >> Best regards, >> >> Florian Wilhelm >> >> ------------------------------------------------------------------------------ >> CenturyLink Cloud: The Leader in Enterprise Cloud Services. >> Learn Why More Businesses Are Choosing CenturyLink Cloud For >> Critical Workloads, Development Environments & Everything In Between. >> Get a Quote or Start a Free Trial Today. >> http://pubads.g.doubleclick.net/gampad/clk?id=119420431&iu=/4140/ostg.clktrk >> _______________________________________________ >> Scikit-learn-general mailing list >> Scikit-learn-general@lists.sourceforge.net >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > > ------------------------------------------------------------------------------ > CenturyLink Cloud: The Leader in Enterprise Cloud Services. > Learn Why More Businesses Are Choosing CenturyLink Cloud For > Critical Workloads, Development Environments & Everything In Between. > Get a Quote or Start a Free Trial Today. > http://pubads.g.doubleclick.net/gampad/clk?id=119420431&iu=/4140/ostg.clktrk > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general ------------------------------------------------------------------------------ CenturyLink Cloud: The Leader in Enterprise Cloud Services. Learn Why More Businesses Are Choosing CenturyLink Cloud For Critical Workloads, Development Environments & Everything In Between. Get a Quote or Start a Free Trial Today. http://pubads.g.doubleclick.net/gampad/clk?id=119420431&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
