On Sun, Oct 13, 2019 at 07:40:11PM +0900, Brown J.B. via scikit-learn wrote:
> Please, respect and refinement when addressing the contributors and users of
> scikit-learn.

I believe that Mike simply misread. It's something that happens (it
happens a lot to me).

No harm on my side, and thanks for clarifying my overly short reply.

G

> Gael's statement is perfect -- complexity does not imply better prediction.
> The choice of estimator (and algorithm) depends on the structure of the model
> desired for the data presented.
> Estimator superiority cannot be proven in a context- and/or data-agnostic
> fashion.

> J.B.


> 2019年10月13日(日) 6:13 Mike Smith <javaeur...@gmail.com>:

>     "Second complexity does not
>     > imply better prediction. " 

>     Complexity doesn't imply prediction? Perhaps you're having a translation
>     error.

>     On Sat, Oct 12, 2019 at 2:04 PM <scikit-learn-requ...@python.org> wrote:

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>         than "Re: Contents of scikit-learn digest..."


>         Today's Topics:

>            1. Re: scikit-learn Digest, Vol 43, Issue 24 (Mike Smith)


>         ----------------------------------------------------------------------

>         Message: 1
>         Date: Sat, 12 Oct 2019 14:04:12 -0700
>         From: Mike Smith <javaeur...@gmail.com>
>         To: scikit-learn@python.org
>         Subject: Re: [scikit-learn] scikit-learn Digest, Vol 43, Issue 24
>         Message-ID:
>                 <CAEWZffD-hNviFkyxuM8CgDR3XSWOyn=
>         4lry2njvjwvvr4rg...@mail.gmail.com>
>         Content-Type: text/plain; charset="utf-8"

>         "...  > If I should expect good results on a pc, scikit says that
>         needing
>         gpu power is
>         > obsolete, since certain scikit models perform better (than ml
>         designed
>         for gpu)
>         > that are not designed for gpu, for that reason. Is this true?"

>         Where do you see this written? I think that you are looking for overly
>         simple stories that you are not true."

>         Gael, see the below from the scikit-learn FAQ. You can also find this
>         yourself at the main FAQ:

>         [image: 2019-10-12 14_00_05-Frequently Asked Questions ? scikit-learn
>         0.21.3 documentation.png]


>         On Sat, Oct 12, 2019 at 9:03 AM <scikit-learn-requ...@python.org>
>         wrote:

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>         > When replying, please edit your Subject line so it is more specific
>         > than "Re: Contents of scikit-learn digest..."


>         > Today's Topics:

>         >    1. Re: Is scikit-learn implying neural nets are the best
>         >       regressor? (Gael Varoquaux)



>         ----------------------------------------------------------------------

>         > Message: 1
>         > Date: Fri, 11 Oct 2019 13:34:33 -0400
>         > From: Gael Varoquaux <gael.varoqu...@normalesup.org>
>         > To: Scikit-learn mailing list <scikit-learn@python.org>
>         > Subject: Re: [scikit-learn] Is scikit-learn implying neural nets are
>         >         the best regressor?
>         > Message-ID: <20191011173433.bbywiqnwjjpvs...@phare.normalesup.org>
>         > Content-Type: text/plain; charset=iso-8859-1

>         > On Fri, Oct 11, 2019 at 10:10:32AM -0700, Mike Smith wrote:
>         > > In other words, according to that arrangement, is scikit-learn
>         implying
>         > that
>         > > section 1.17 is the best regressor out of the listed, 1.1 to 1.17?

>         > No.

>         > First they are not ordered in order of complexity (Naive Bayes is
>         > arguably simpler than Gaussian Processes). Second complexity does 
> not
>         > imply better prediction.

>         > > If I should expect good results on a pc, scikit says that needing
>         gpu
>         > power is
>         > > obsolete, since certain scikit models perform better (than ml
>         designed
>         > for gpu)
>         > > that are not designed for gpu, for that reason. Is this true?

>         > Where do you see this written? I think that you are looking for
>         overly
>         > simple stories that you are not true.

>         > > How much hardware is a practical expectation for running the best
>         > > scikit models and getting the best results?

>         > This is too vague a question for which there is no answer.

>         > Ga?l

>         > > On Fri, Oct 11, 2019 at 9:02 AM <scikit-learn-requ...@python.org>
>         wrote:

>         > >     Send scikit-learn mailing list submissions to
>         > >     ? ? ? ? scikit-learn@python.org

>         > >     To subscribe or unsubscribe via the World Wide Web, visit
>         > >     ? ? ? ? https://mail.python.org/mailman/listinfo/scikit-learn
>         > >     or, via email, send a message with subject or body 'help' to
>         > >     ? ? ? ? scikit-learn-requ...@python.org

>         > >     You can reach the person managing the list at
>         > >     ? ? ? ? scikit-learn-ow...@python.org

>         > >     When replying, please edit your Subject line so it is more
>         specific
>         > >     than "Re: Contents of scikit-learn digest..."


>         > >     Today's Topics:

>         > >     ? ?1. Re: logistic regression results are not stable between
>         > >     ? ? ? solvers (Andreas Mueller)



>         > 
>         ----------------------------------------------------------------------

>         > >     Message: 1
>         > >     Date: Fri, 11 Oct 2019 15:42:58 +0200
>         > >     From: Andreas Mueller <t3k...@gmail.com>
>         > >     To: scikit-learn@python.org
>         > >     Subject: Re: [scikit-learn] logistic regression results are 
> not
>         > stable
>         > >     ? ? ? ? between solvers
>         > >     Message-ID: <d55949d6-3355-f892-f6b3-030edf1c7...@gmail.com>
>         > >     Content-Type: text/plain; charset="utf-8"; Format="flowed"



>         > >     On 10/10/19 1:14 PM, Beno?t Presles wrote:

>         > >     > Thanks for your answers.

>         > >     > On my real data, I do not have so many samples. I have a bit
>         more
>         > than
>         > >     > 200 samples in total and I also would like to get some
>         results with
>         > >     > unpenalized logisitic regression.
>         > >     > What do you suggest? Should I switch to the lbfgs solver?
>         > >     Yes.
>         > >     > Am I sure that with this solver I will not have any
>         convergence
>         > issue
>         > >     > and always get the good result? Indeed, I did not get any
>         > convergence
>         > >     > warning with saga, so I thought everything was fine. I
>         noticed some
>         > >     > issues only when I decided to test several solvers. Without
>         > comparing
>         > >     > the results across solvers, how to be sure that the
>         optimisation
>         > goes
>         > >     > well? Shouldn't scikit-learn warn the user somehow if it is
>         not
>         > the case?
>         > >     We should attempt to warn in the SAGA solver if it doesn't
>         converge.
>         > >     That it doesn't raise a convergence warning should probably be
>         > >     considered a bug.
>         > >     It uses the maximum weight change as a stopping criterion 
> right
>         now.
>         > >     We could probably compute the dual objective once in the end 
> to
>         see
>         > if
>         > >     we converged, right? Or is that not possible with SAGA? If 
> not,
>         we
>         > might
>         > >     want to caution that no convergence warning will be raised.


>         > >     > At last, I was using saga because I also wanted to do some
>         feature
>         > >     > selection by using l1 penalty which is not supported by
>         lbfgs...
>         > >     You can use liblinear then.



>         > >     > Best regards,
>         > >     > Ben


>         > >     > Le 09/10/2019 ? 23:39, Guillaume Lema?tre a ?crit?:
>         > >     >> Ups I did not see the answer of Roman. Sorry about that. It
>         is
>         > coming
>         > >     >> back to the same conclusion :)

>         > >     >> On Wed, 9 Oct 2019 at 23:37, Guillaume Lema?tre
>         > >     >> <g.lemaitr...@gmail.com <mailto:g.lemaitr...@gmail.com>>
>         wrote:

>         > >     >>? ? ?Uhm actually increasing to 10000 samples solve the
>         convergence
>         > >     issue.
>         > >     >>? ? ?SAGA is not designed to work with a so small sample 
> size
>         most
>         > >     >>? ? ?probably.

>         > >     >>? ? ?On Wed, 9 Oct 2019 at 23:36, Guillaume Lema?tre
>         > >     >>? ? ?<g.lemaitr...@gmail.com 
> <mailto:g.lemaitr...@gmail.com>>
>         > wrote:

>         > >     >>? ? ? ? ?I slightly change the bench such that it uses
>         pipeline and
>         > >     >>? ? ? ? ?plotted the coefficient:

>         > >     >>? ? ? ? ?https://gist.github.com/glemaitre/
>         > >     8fcc24bdfc7dc38ca0c09c56e26b9386

>         > >     >>? ? ? ? ?I only see one of the 10 splits where SAGA is not
>         > converging,
>         > >     >>? ? ? ? ?otherwise the coefficients
>         > >     >>? ? ? ? ?look very close (I don't attach the figure here but
>         they
>         > can
>         > >     >>? ? ? ? ?be plotted using the snippet).
>         > >     >>? ? ? ? ?So apart from this second split, the other
>         differences
>         > seems
>         > >     >>? ? ? ? ?to be numerical instability.

>         > >     >>? ? ? ? ?Where I have some concern is regarding the
>         convergence
>         > rate
>         > >     >>? ? ? ? ?of SAGA but I have no
>         > >     >>? ? ? ? ?intuition to know if this is normal or not.

>         > >     >>? ? ? ? ?On Wed, 9 Oct 2019 at 23:22, Roman Yurchak
>         > >     >>? ? ? ? ?<rth.yurc...@gmail.com 
> <mailto:rth.yurc...@gmail.com

>         > wrote:

>         > >     >>? ? ? ? ? ? ?Ben,

>         > >     >>? ? ? ? ? ? ?I can confirm your results with penalty='none'
>         and
>         > C=1e9.
>         > >     >>? ? ? ? ? ? ?In both cases,
>         > >     >>? ? ? ? ? ? ?you are running a mostly unpenalized logisitic
>         > >     >>? ? ? ? ? ? ?regression. Usually
>         > >     >>? ? ? ? ? ? ?that's less numerically stable than with a 
> small
>         > >     >>? ? ? ? ? ? ?regularization,
>         > >     >>? ? ? ? ? ? ?depending on the data collinearity.

>         > >     >>? ? ? ? ? ? ?Running that same code with
>         > >     >>? ? ? ? ? ? ?? - larger penalty ( smaller C values)
>         > >     >>? ? ? ? ? ? ?? - or larger number of samples
>         > >     >>? ? ? ? ? ? ?? yields for me the same coefficients (up to
>         some
>         > >     tolerance).

>         > >     >>? ? ? ? ? ? ?You can also see that SAGA convergence is not
>         good by
>         > the
>         > >     >>? ? ? ? ? ? ?fact that it
>         > >     >>? ? ? ? ? ? ?needs 196000 epochs/iterations to converge.

>         > >     >>? ? ? ? ? ? ?Actually, I have often seen convergence issues
>         with
>         > SAG
>         > >     >>? ? ? ? ? ? ?on small
>         > >     >>? ? ? ? ? ? ?datasets (in unit tests), not fully sure why.

>         > >     >>? ? ? ? ? ? ?--
>         > >     >>? ? ? ? ? ? ?Roman

>         > >     >>? ? ? ? ? ? ?On 09/10/2019 22:10, serafim loukas wrote:
>         > >     >>? ? ? ? ? ? ?> The predictions across solver are exactly the
>         same
>         > when
>         > >     >>? ? ? ? ? ? ?I run the code.
>         > >     >>? ? ? ? ? ? ?> I am using 0.21.3 version. What is yours?
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?> In [13]: import sklearn
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?> In [14]: sklearn.__version__
>         > >     >>? ? ? ? ? ? ?> Out[14]: '0.21.3'
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?> Serafeim
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?>> On 9 Oct 2019, at 21:44, Beno?t Presles
>         > >     >>? ? ? ? ? ? ?<benoit.pres...@u-bourgogne.fr
>         > >     >>? ? ? ? ? ? ?<mailto:benoit.pres...@u-bourgogne.fr>
>         > >     >>? ? ? ? ? ? ?>> <mailto:benoit.pres...@u-bourgogne.fr
>         > >     >>? ? ? ? ? ? ?<mailto:benoit.pres...@u-bourgogne.fr>>> wrote:
>         > >     >>? ? ? ? ? ? ?>>
>         > >     >>? ? ? ? ? ? ?>> (y_pred_lbfgs==y_pred_saga).all() == False
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?>
>         > >     >>? ? ? ? ? ? ?>
>         _______________________________________________
>         > >     >>? ? ? ? ? ? ?> scikit-learn mailing list
>         > >     >>? ? ? ? ? ? ?> scikit-learn@python.org <mailto:
>         > scikit-learn@python.org>
>         > >     >>? ? ? ? ? ? ?>
>         > https://mail.python.org/mailman/listinfo/scikit-learn
>         > >     >>? ? ? ? ? ? ?>

>         > >     >>? ? ? ? ? ? ?_______________________________________________
>         > >     >>? ? ? ? ? ? ?scikit-learn mailing list
>         > >     >>? ? ? ? ? ? ?scikit-learn@python.org <mailto:
>         > scikit-learn@python.org>
>         > >     >>? ? ? ? ? ? ?https://mail.python.org/mailman/listinfo/
>         scikit-learn



>         > >     >>? ? ? ? ?--
>         > >     >>? ? ? ? ?Guillaume Lemaitre
>         > >     >>? ? ? ? ?Scikit-learn @ Inria Foundation
>         > >     >>? ? ? ? ?https://glemaitre.github.io/



>         > >     >>? ? ?--
>         > >     >>? ? ?Guillaume Lemaitre
>         > >     >>? ? ?Scikit-learn @ Inria Foundation
>         > >     >>? ? ?https://glemaitre.github.io/



>         > >     >> --
>         > >     >> Guillaume Lemaitre
>         > >     >> Scikit-learn @ Inria Foundation
>         > >     >> https://glemaitre.github.io/

>         > >     >> _______________________________________________
>         > >     >> scikit-learn mailing list
>         > >     >> scikit-learn@python.org
>         > >     >> https://mail.python.org/mailman/listinfo/scikit-learn

>         > >     > _______________________________________________
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>         > --
>         >     Gael Varoquaux
>         >     Research Director, INRIA              Visiting professor, McGill
>         >     http://gael-varoquaux.info            http://twitter.com/
>         GaelVaroquaux


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-- 
    Gael Varoquaux
    Research Director, INRIA              Visiting professor, McGill 
    http://gael-varoquaux.info            http://twitter.com/GaelVaroquaux
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