hi,
did you try SVR ? eventually setting epsilon to 0.?
if it's too slow have a look at lightning new LinearSVR estimator.
Alex
On Sat, Jan 11, 2014 at 7:28 PM, florian.wilh...@gmail.com <
florian.wilh...@gmail.com> wrote:
> 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
>
------------------------------------------------------------------------------
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
