[scikit-learn] RidgeCV with multiple targets returns a single alpha. Is it possible to get one alpha per target?

2018-08-07 Thread Christophe Pallier
Hello, I'd like to use RidgeCV to find the optimal alpha for each colunm (ntargets) of the DV variable. It lloks like itthe fit() computes a single alpha. Is there a way to compute one alpha per column? -- -- Christophe Pallier INSERM-CEA Cognitive Neuroimaging Lab, Neurospin, ba

[scikit-learn] RidgeCV and cv=LeaveOneGroupOut

2018-08-08 Thread Christophe Pallier
my previous question. By the way, the context is fMRI data, so I am running the Ridge regression in about 200.000 voxels. -- -- Christophe Pallier INSERM-CEA Cognitive Neuroimaging Lab, Neurospin, bat 145, 91191 Gif-sur-Yvette Cedex, France Tel: 00 33 1 69 08 79 34 Personal web site: http

Re: [scikit-learn] scikit problems

2021-04-26 Thread Christophe Pallier
Can you provide the precise command you typed and the *entire* error message (including the python line that caused the issue)? On Mon, 26 Apr 2021, 23:41 betsey_gogo, wrote: > I am getting frustrated. I am unable to run any scikit learning code > because of an OS error > > > > *OSError*: [WinEr

Re: [scikit-learn] scikit problems

2021-04-26 Thread Christophe Pallier
). On Tue, 27 Apr 2021, 00:03 Christophe Pallier, wrote: > Can you provide the precise command you typed and the *entire* error > message (including the python line that caused the issue)? > > On Mon, 26 Apr 2021, 23:41 betsey_gogo, wrote: > >> I am getting frustrated. I am una

Re: [scikit-learn] [TC Vote] Technical Committee vote: line length

2021-07-28 Thread Christophe Pallier
https://en.m.wikipedia.org/wiki/Punched_card On Wed, 28 Jul 2021, 18:35 Olivier Grisel, wrote: > Many very active core devs not represented in the TC voted for 88 and > my previous vote for 79 was not that strong. So I feel that I should > now vote for 88: > > Keep current 88 characters: > > Oli

Re: [scikit-learn] Regarding negative value of sklearn.metrics.r2_score and sklearn.metrics.explained_variance_score

2021-08-11 Thread Christophe Pallier
Simple: despite its name R2 is not a square. Look up its definition. On Wed, 11 Aug 2021, 21:17 Samir K Mahajan, wrote: > Dear All, > I am amazed to find negative values of sklearn.metrics.r2_score and > sklearn.metrics.explained_variance_score in a model ( cross validation of > OLS regressio

Re: [scikit-learn] Regarding negative value of sklearn.metrics.r2_score and sklearn.metrics.explained_variance_score

2021-08-13 Thread Christophe Pallier
t;> the sample mean. E.g. you usually get that if you are overfitting the >>> training set a lot and then apply that model to the test set. The >>> econometrics book probably didn't cover applying a model to an independent >>> data or test set, hence the [0, 1] suggest

Re: [scikit-learn] Regarding negative value of sklearn.metrics.r2_score and sklearn.metrics.explained_variance_score

2021-08-13 Thread Christophe Pallier
Indeed , this is basically what I told you (you do not be need to copy textbook stuff: I taught probas/stats) : these are mostly problems for *inference*. On Fri, 13 Aug 2021, 12:03 Samir K Mahajan, wrote: > > Dear Christophe Pallier*,* > > When we are doing prediction, we are re