Hello all,

Please review my proposal on improving the online learning for linear models:

first draft - linear model proposal <https://docs.google.com/document/d/1mRj-yxxhtapKGqFdA6M6e7PG6-klm0-1VJGBnFMUuU0/edit?usp=sharing>

Please bear in mind that this is a first approach only. I would like your opinion on if this goes into the right direction and how it can be improved.

On the tool to set the learning rate in particular, I need your ideas on how it could be implemented. Previously mentioned ideas on a callback function are interesting, but I would need some guidance on implementing that.

Although I am interested in the decision trees as well, I feel the linear model is a better start for me as my intention is to keep contributing to scikit-learn after the summer. I have a background in computational physics, however I am much more focused on the computational side than the physics side. Here is my resume <https://drive.google.com/file/d/0BwZy58HBIWp7U0I1RDNyRGhsNUU/view?usp=sharing> .


PRs and Issues I have been involved in so far:

[MRG] enhance make_blobs to accept lists for samples per cluster <https://github.com/scikit-learn/scikit-learn/pull/8563>

[MRG] add random_state in tests estimators <https://github.com/scikit-learn/scikit-learn/pull/8563>

Bug in bfgs gradient computation of MLPRegressor with multiple output neurons <https://github.com/scikit-learn/scikit-learn/issues/8349> (I am very curious about this one)

github profile: kkatrio <https://github.com/kkatrio>


I am looking forward to your opinion.

Kind regards,
Konstantinos Katrioplas


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