Re: [Scikit-learn-general] What do SGDClassifier weights do mathematically?

2015-06-25 Thread Anton Suchaneck
Sounds good. I have to think about the answers.
I'm trying to find out whether replicating each Xi as pi rows with positive
class and ni rows with negative class corresponds to any unreplicated
version but with sample_weights. Can you confirm and what weights would
pi/ni correspond to?
 Am 25.06.2015 11:43 schrieb Joel Nothman joel.noth...@gmail.com:

 Across models, weights should be implemented such that duplicating samples
 would give identical results to corresponding integer weights. That is true
 here, to my understanding, if we remove the stochasticity such that all
 identical samples have their update occur at once.

 On 25 June 2015 at 19:28, Daniel Sullivan dbsulliva...@gmail.com wrote:

 Hi Anton,

 The update for each sample is just multiplied by the sample_weight and
 the class_weight before it's applied to the weight vector (coef_). So
 if your sample is [1, 2, 3], your gradient is .1, your weight for this
 sample is .2, and your eta is 5.0 your weight_vector (coef_) would be
 updated by [+(1 * .1 * .2 * 5.0),+(2 * .1 * .2 * 5.0),+(3 *.1
 * .2 * 5.0)]. Does that help?

 Danny

 On Thu, Jun 25, 2015 at 10:19 AM, Anton Suchaneck a.suchan...@gmail.com
 wrote:
  Hello!
 
  How can I find out what the precise mathematical treatment of the
  sample_weights for SGDClassifier in the partial_fit setting is?
 
  Cheers,
  Anton
 
 
 
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[Scikit-learn-general] What do SGDClassifier weights do mathematically?

2015-06-25 Thread Anton Suchaneck
Hello!

How can I find out what the precise mathematical treatment of the
sample_weights for SGDClassifier in the partial_fit setting is?

Cheers,
Anton
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Re: [Scikit-learn-general] What do SGDClassifier weights do mathematically?

2015-06-25 Thread Daniel Sullivan
Hi Anton,

The update for each sample is just multiplied by the sample_weight and
the class_weight before it's applied to the weight vector (coef_). So
if your sample is [1, 2, 3], your gradient is .1, your weight for this
sample is .2, and your eta is 5.0 your weight_vector (coef_) would be
updated by [+(1 * .1 * .2 * 5.0),+(2 * .1 * .2 * 5.0),+(3 *.1
* .2 * 5.0)]. Does that help?

Danny

On Thu, Jun 25, 2015 at 10:19 AM, Anton Suchaneck a.suchan...@gmail.com wrote:
 Hello!

 How can I find out what the precise mathematical treatment of the
 sample_weights for SGDClassifier in the partial_fit setting is?

 Cheers,
 Anton


 --
 Monitor 25 network devices or servers for free with OpManager!
 OpManager is web-based network management software that monitors
 network devices and physical  virtual servers, alerts via email  sms
 for fault. Monitor 25 devices for free with no restriction. Download now
 http://ad.doubleclick.net/ddm/clk/292181274;119417398;o
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Re: [Scikit-learn-general] What do SGDClassifier weights do mathematically?

2015-06-25 Thread Joel Nothman
Across models, weights should be implemented such that duplicating samples
would give identical results to corresponding integer weights. That is true
here, to my understanding, if we remove the stochasticity such that all
identical samples have their update occur at once.

On 25 June 2015 at 19:28, Daniel Sullivan dbsulliva...@gmail.com wrote:

 Hi Anton,

 The update for each sample is just multiplied by the sample_weight and
 the class_weight before it's applied to the weight vector (coef_). So
 if your sample is [1, 2, 3], your gradient is .1, your weight for this
 sample is .2, and your eta is 5.0 your weight_vector (coef_) would be
 updated by [+(1 * .1 * .2 * 5.0),+(2 * .1 * .2 * 5.0),+(3 *.1
 * .2 * 5.0)]. Does that help?

 Danny

 On Thu, Jun 25, 2015 at 10:19 AM, Anton Suchaneck a.suchan...@gmail.com
 wrote:
  Hello!
 
  How can I find out what the precise mathematical treatment of the
  sample_weights for SGDClassifier in the partial_fit setting is?
 
  Cheers,
  Anton
 
 
 
 --
  Monitor 25 network devices or servers for free with OpManager!
  OpManager is web-based network management software that monitors
  network devices and physical  virtual servers, alerts via email  sms
  for fault. Monitor 25 devices for free with no restriction. Download now
  http://ad.doubleclick.net/ddm/clk/292181274;119417398;o
  ___
  Scikit-learn-general mailing list
  Scikit-learn-general@lists.sourceforge.net
  https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
 


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 OpManager is web-based network management software that monitors
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 http://ad.doubleclick.net/ddm/clk/292181274;119417398;o
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