hi, > I was wondering if there is any reason of why the randomized l1 algorithm > from the stability selection paper is implemented only using Lars Lasso and > not the coordinate descent algorithm. > I think than including a version of the algorithm with the coordinate > descent method would be very useful.
because on our use case the lars was always faster. So there was no point supporting both. Best, Alex ------------------------------------------------------------------------------ HPCC Systems Open Source Big Data Platform from LexisNexis Risk Solutions Find What Matters Most in Your Big Data with HPCC Systems Open Source. Fast. Scalable. Simple. Ideal for Dirty Data. Leverages Graph Analysis for Fast Processing & Easy Data Exploration http://p.sf.net/sfu/hpccsystems _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
