On Monday, March 23, 2015, Gael Varoquaux <gael.varoqu...@normalesup.org>
wrote:
> On Mon, Mar 23, 2015 at 10:27:00AM +0530, Vinayak Mehta wrote:
> > > I believe that it is the same thing as cosine similarity. If that's
> > > indeed the case, you could add a note in the cosine similarity
> docstring
> > > to stress it.
>
> > I think it is somewhat different from cosine similarity.
>
> Then you'll have to tell me how, because I am being dense and I don't see
> the difference.
Both are scalar products of two normalized data vectors.
Pearson correlation is mean-centered, whereas cosine similarity generally
isn't.
>
> > > I remember there is an off-the-shelf function in scipy.stats called
> > > pearsonr. You don't have to implement it on your own.
>
> > Yeah, I know about that. I thought of suggesting this addition after I
> > saw that we a newton_cg as comparted to scipy's fmin_ncg. :)
>
> Our newton_cg actually has a different implementation than scipy's
> fmin_ncg and these differences are necessary to make the logistic
> regression significantly faster.
>
> Gaël
>
>
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