On Tue, Nov 25, 2014 at 12:50:13PM -0500, Kyle Kastner wrote: > The HODLR (Hierarchical Off Diagonal Low Rank approximation) solver is a low > rank approximation technique that allows you to use a Shannon-Woodbury update > (lots of Google references) for efficiently updating the inverse of the GP > [paper here http://arxiv.org/pdf/1403.5337v2.pdf] .
Very cool. I love these things. > I think current lack of adoption is largely a combination of > strangeness in the API and not enough documentation for how to do > "normal" GP things. This example in particular is quite hard to follow > http://scikit-learn.org/stable/ > auto_examples/gaussian_process/gp_diabetes_dataset.html# > example-gaussian-process-gp-diabetes-dataset-py . A lot of mathematical > names for internal variables, coupled with a somewhat different API > (returning MSE seems weird to me - why not store somewhere of have a > separate getter?). I agree that the code and its usage has somewhat of a specific "smell" to it. I think that this would be the first thing to address. It has to be addressed anyhow, before moving forward. Gaël ------------------------------------------------------------------------------ Download BIRT iHub F-Type - The Free Enterprise-Grade BIRT Server from Actuate! Instantly Supercharge Your Business Reports and Dashboards with Interactivity, Sharing, Native Excel Exports, App Integration & more Get technology previously reserved for billion-dollar corporations, FREE http://pubads.g.doubleclick.net/gampad/clk?id=157005751&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
