Re: [Scikit-learn-general] Multi-target regression

2014-09-16 Thread Anders Aagaard
I just had a look at this, and the documentation on
http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LogisticRegression.html
states y should be y : array-like, shape = [n_samples], did I miss
something? I also tried doing it real quick, and it immediately complained
on the input shape.

On Mon, Sep 8, 2014 at 9:59 AM, Giuseppe Marco Randazzo 
gmranda...@gmail.com wrote:

 Hello,

 look in wilkipedia. There is the general algorithm to estimate the beta
 coefficient in a simple linear regression trough the Ordinary Least
 Squares. All that you need is in the page:

 [image: y = X\beta + \varepsilon, \,]

 Then...

 [image: \hat\beta = (X^TX)^{-1}X^Ty\ .]


 Marco


 On 08 Sep 2014, at 09:54, Philipp Singer kill...@gmail.com wrote:

 Is there a description about this somewhere? I can't find it in the docu.

 Thanks!

 Am 05.09.2014 um 18:40 schrieb Flavio Vinicius flavio...@gmail.com:

 I the case of LinearRegression independent models are being fit for
 each response. But this is not the case for every multi-response
 estimator. Afaik, the multi response regression forests in sklearn
 will consider the correlation between features.
 --
 Flavio


 On Fri, Sep 5, 2014 at 11:03 AM, Philipp Singer kill...@gmail.com wrote:

 Hey!

 I am currently working with data having multiple outcome variables. So for
 example, my outcome I want to predict can be of multiple dimension. One
 line of the data could look like the following:

 y = [10, 15]  x = [13, 735478, 0.555, ...]

 So I want to predict all dimensions of the outcome.

 I have seen that some algorithms can predict such multiple targets. I have
 tried it with LinearRegression and it seems to work fine.

 I have not found a clear description of how this works though. Does it fit
 one Regression separately for each outcome variable?

 Best,
 Philipp

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Re: [Scikit-learn-general] Multi-target regression

2014-09-16 Thread Gael Varoquaux
On Tue, Sep 16, 2014 at 12:43:49PM +0200, Anders Aagaard wrote:
 I just had a look at this, and the documentation on http://scikit-learn.org/
 stable/modules/generated/sklearn.linear_model.LogisticRegression.html states y
 should be y : array-like, shape = [n_samples],

That's a logistic regression. The discussion below is about an ordinary
least square (class LinearRegression).

G

 On Mon, Sep 8, 2014 at 9:59 AM, Giuseppe Marco Randazzo gmranda...@gmail.com
 wrote:

 Hello, 

 look in wilkipedia. There is the general algorithm to estimate the beta
 coefficient in a simple linear regression trough the Ordinary Least
 Squares. All that you need is in the page:

 y = X\beta + \varepsilon, \,

 Then...

 \hat\beta = (X^TX)^{-1}X^Ty\ .


 Marco


 On 08 Sep 2014, at 09:54, Philipp Singer kill...@gmail.com wrote:


 Is there a description about this somewhere? I can’t find it in the
 docu.

 Thanks!

 Am 05.09.2014 um 18:40 schrieb Flavio Vinicius flavio...@gmail.com:


 I the case of LinearRegression independent models are being fit 
 for
 each response. But this is not the case for every multi-response
 estimator. Afaik, the multi response regression forests in sklearn
 will consider the correlation between features.
-- 
Gael Varoquaux
Researcher, INRIA Parietal
Laboratoire de Neuro-Imagerie Assistee par Ordinateur
NeuroSpin/CEA Saclay , Bat 145, 91191 Gif-sur-Yvette France
Phone:  ++ 33-1-69-08-79-68
http://gael-varoquaux.infohttp://twitter.com/GaelVaroquaux

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Re: [Scikit-learn-general] Multi-target regression

2014-09-16 Thread Anders Aagaard
And after many years of using them both I still get the two confused...
Sorry about the noise! ;)

On Tue, Sep 16, 2014 at 12:47 PM, Gael Varoquaux 
gael.varoqu...@normalesup.org wrote:

 On Tue, Sep 16, 2014 at 12:43:49PM +0200, Anders Aagaard wrote:
  I just had a look at this, and the documentation on
 http://scikit-learn.org/
  stable/modules/generated/sklearn.linear_model.LogisticRegression.html
 states y
  should be y : array-like, shape = [n_samples],

 That's a logistic regression. The discussion below is about an ordinary
 least square (class LinearRegression).

 G

  On Mon, Sep 8, 2014 at 9:59 AM, Giuseppe Marco Randazzo 
 gmranda...@gmail.com
  wrote:

  Hello,

  look in wilkipedia. There is the general algorithm to estimate the
 beta
  coefficient in a simple linear regression trough the Ordinary Least
  Squares. All that you need is in the page:

  y = X\beta + \varepsilon, \,

  Then...

  \hat\beta = (X^TX)^{-1}X^Ty\ .


  Marco


  On 08 Sep 2014, at 09:54, Philipp Singer kill...@gmail.com wrote:


  Is there a description about this somewhere? I can't find it in
 the
  docu.

  Thanks!

  Am 05.09.2014 um 18:40 schrieb Flavio Vinicius 
 flavio...@gmail.com:


  I the case of LinearRegression independent models are being
 fit for
  each response. But this is not the case for every
 multi-response
  estimator. Afaik, the multi response regression forests in
 sklearn
  will consider the correlation between features.
 --
 Gael Varoquaux
 Researcher, INRIA Parietal
 Laboratoire de Neuro-Imagerie Assistee par Ordinateur
 NeuroSpin/CEA Saclay , Bat 145, 91191 Gif-sur-Yvette France
 Phone:  ++ 33-1-69-08-79-68
 http://gael-varoquaux.infohttp://twitter.com/GaelVaroquaux


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Re: [Scikit-learn-general] Multi-target regression

2014-09-08 Thread Philipp Singer
Is there a description about this somewhere? I can’t find it in the docu.

Thanks!

Am 05.09.2014 um 18:40 schrieb Flavio Vinicius flavio...@gmail.com:

 I the case of LinearRegression independent models are being fit for
 each response. But this is not the case for every multi-response
 estimator. Afaik, the multi response regression forests in sklearn
 will consider the correlation between features.
 --
 Flavio
 
 
 On Fri, Sep 5, 2014 at 11:03 AM, Philipp Singer kill...@gmail.com wrote:
 Hey!
 
 I am currently working with data having multiple outcome variables. So for 
 example, my outcome I want to predict can be of multiple dimension. One line 
 of the data could look like the following:
 
 y = [10, 15]  x = [13, 735478, 0.555, …]
 
 So I want to predict all dimensions of the outcome.
 
 I have seen that some algorithms can predict such multiple targets. I have 
 tried it with LinearRegression and it seems to work fine.
 
 I have not found a clear description of how this works though. Does it fit 
 one Regression separately for each outcome variable?
 
 Best,
 Philipp
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Re: [Scikit-learn-general] Multi-target regression

2014-09-08 Thread Giuseppe Marco Randazzo
Hello, 

look in wilkipedia. There is the general algorithm to estimate the beta 
coefficient in a simple linear regression trough the Ordinary Least Squares. 
All that you need is in the page:



Then...




Marco


On 08 Sep 2014, at 09:54, Philipp Singer kill...@gmail.com wrote:

 Is there a description about this somewhere? I can’t find it in the docu.
 
 Thanks!
 
 Am 05.09.2014 um 18:40 schrieb Flavio Vinicius flavio...@gmail.com:
 
 I the case of LinearRegression independent models are being fit for
 each response. But this is not the case for every multi-response
 estimator. Afaik, the multi response regression forests in sklearn
 will consider the correlation between features.
 --
 Flavio
 
 
 On Fri, Sep 5, 2014 at 11:03 AM, Philipp Singer kill...@gmail.com wrote:
 Hey!
 
 I am currently working with data having multiple outcome variables. So for 
 example, my outcome I want to predict can be of multiple dimension. One 
 line of the data could look like the following:
 
 y = [10, 15]  x = [13, 735478, 0.555, …]
 
 So I want to predict all dimensions of the outcome.
 
 I have seen that some algorithms can predict such multiple targets. I have 
 tried it with LinearRegression and it seems to work fine.
 
 I have not found a clear description of how this works though. Does it fit 
 one Regression separately for each outcome variable?
 
 Best,
 Philipp
 --
 Slashdot TV.
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