Hi James, I'm not sure how useful a minimum alpha would be. Even if no weights are shrunk quite to zero, the regularization can still impact performance metrics. I would be curious what application you have in mind for this.
The max alpha question is interesting, I am curious as well. (Sorry my reply can't be more helpful!) Yours, Vlad On Tue, Feb 2, 2016 at 3:45 PM, James Jensen <jdjen...@eng.ucsd.edu> wrote: > For ElasticNetCV, inside the function _alpha_grid() it computes the maximum > regularization strength alpha, with a given dataset X, target Y, and L1 > ratio, for which there will be at least one nonzero coefficient. I'm > wondering if/how the same could be computed for sklearn's L1/L2-regularized > NMF. I'm also interested in computing a minimum alpha (the smallest at which > there are more nonzero coefficients than with alpha=0). > > Does anyone know how this could be done? > > Thanks, > > James Jensen > PhD student, Bioinformatics and Systems Biology > Trey Ideker lab > University of California, San Diego > > ------------------------------------------------------------------------------ > Site24x7 APM Insight: Get Deep Visibility into Application Performance > APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month > Monitor end-to-end web transactions and take corrective actions now > Troubleshoot faster and improve end-user experience. Signup Now! > http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140 > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > ------------------------------------------------------------------------------ Site24x7 APM Insight: Get Deep Visibility into Application Performance APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month Monitor end-to-end web transactions and take corrective actions now Troubleshoot faster and improve end-user experience. Signup Now! http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140 _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
