Here's an example that illustrates the use of LinearSVR for doing robust
regression with lightning:
https://github.com/mblondel/lightning/blob/master/examples/plot_robust_regression.py
Regarding epsilon=0, it is a good choice for LinearSVR but less so for
(kernel) SVR. epsilon=0 leads to completely dense solutions in the dual and
so the kernel expansion (used in the predict method) might be slow to
evaluate for large datasets.
Mathieu
On Sun, Jan 12, 2014 at 3:33 AM, Alexandre Gramfort <
alexandre.gramf...@telecom-paristech.fr> wrote:
> 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
>
>
------------------------------------------------------------------------------
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
