On Wed, Apr 29, 2015 at 11:28:29AM -0400, josef.p...@gmail.com wrote: > related question: Does scikit-learn do any autoscaling of the > penalities?
> I'm just looking into the scaling of penalties for statsmodels. Without > scaling the data or scaling the penalties, the penalized estimator > might not make much sense if the user doesn't use the appropriate > scaling for the data. In linear models, the "normalize" option does something very similar. Whether it should be turned on by default or not has been a painful interrogation for a long while. G ------------------------------------------------------------------------------ One dashboard for servers and applications across Physical-Virtual-Cloud Widest out-of-the-box monitoring support with 50+ applications Performance metrics, stats and reports that give you Actionable Insights Deep dive visibility with transaction tracing using APM Insight. http://ad.doubleclick.net/ddm/clk/290420510;117567292;y _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general