Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Immanuel
> > A sneakier (and probably not great) approach would be to have ElasticNet > itself try calling LinearRegression when alpha is set to 0. In a way, > that's what a user is asking for by setting alpha to 0 - give me the the > OLS solution. > > Ariel > I would rather forbid the user to set alpha to

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Ariel Rokem
On Sat, Sep 29, 2012 at 9:39 AM, Olivier Grisel wrote: > 2012/9/29 Gael Varoquaux : > > Hey Ariel, > > > > On Sat, Sep 29, 2012 at 08:54:46AM -0700, Ariel Rokem wrote: > >> Sure - here's a minimal example based on what I'm trying to do with > this (data > >> at the top, calculations at the bottom)

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Ariel Rokem
Hi Gael, On Sat, Sep 29, 2012 at 9:20 AM, Gael Varoquaux < [email protected]> wrote: > Hey Ariel, > > On Sat, Sep 29, 2012 at 08:54:46AM -0700, Ariel Rokem wrote: > > Sure - here's a minimal example based on what I'm trying to do with this > (data > > at the top, calculations at the b

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Olivier Grisel
2012/9/29 Gael Varoquaux : >> BTW, while you are reviewing mergeable stuff, I think this one is >> ready for a green button: > >> https://github.com/scikit-learn/scikit-learn/pull/1187 > > OK, I'll try to review. But I'll have to run soon, to go to celebrate > @NelleV's birthday :) Happy birthday

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Gael Varoquaux
> BTW, while you are reviewing mergeable stuff, I think this one is > ready for a green button: > https://github.com/scikit-learn/scikit-learn/pull/1187 OK, I'll try to review. But I'll have to run soon, to go to celebrate @NelleV's birthday :) G

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Olivier Grisel
2012/9/29 Gael Varoquaux : > On Sat, Sep 29, 2012 at 06:41:19PM +0200, Olivier Grisel wrote: >> You do it or shall I do it? > > OK, I'll do it. BTW, while you are reviewing mergeable stuff, I think this one is ready for a green button: https://github.com/scikit-learn/scikit-learn/pull/1187 -- O

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Gael Varoquaux
On Sat, Sep 29, 2012 at 06:41:19PM +0200, Olivier Grisel wrote: > You do it or shall I do it? OK, I'll do it. G -- How fast is your code? 3 out of 4 devs don\\\'t know how their code performs in production. Find out how

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Olivier Grisel
2012/9/29 Gael Varoquaux : > On Sat, Sep 29, 2012 at 06:39:14PM +0200, Olivier Grisel wrote: >> I think the user warning could be improved by advising the user to >> switch to sklearn.linear_model.LinearRegression instead. > > +1 You do it or shall I do it? -- Olivier http://twitter.com/ogrisel

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Gael Varoquaux
On Sat, Sep 29, 2012 at 06:39:14PM +0200, Olivier Grisel wrote: > I think the user warning could be improved by advising the user to > switch to sklearn.linear_model.LinearRegression instead. +1 -- How fast is your code?

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Olivier Grisel
2012/9/29 Gael Varoquaux : > Hey Ariel, > > On Sat, Sep 29, 2012 at 08:54:46AM -0700, Ariel Rokem wrote: >> Sure - here's a minimal example based on what I'm trying to do with this >> (data >> at the top, calculations at the bottom): > >> https://gist.github.com/3804428 > > I do believe that it's

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Gael Varoquaux
Hey Ariel, On Sat, Sep 29, 2012 at 08:54:46AM -0700, Ariel Rokem wrote: > Sure - here's a minimal example based on what I'm trying to do with this (data > at the top, calculations at the bottom):  > https://gist.github.com/3804428 I do believe that it's a convergence problem. I have updated your

Re: [Scikit-learn-general] Still trying to understand ElasticNet

2012-09-29 Thread Ariel Rokem
Hi Gael, On Thu, Sep 27, 2012 at 10:55 PM, Gael Varoquaux < [email protected]> wrote: > On Thu, Sep 27, 2012 at 06:18:45PM -0700, Ariel Rokem wrote: > > Still, the r-squared between the fit and data is only about 0.95 (that's > not > > just 'numerical error', if you mean floating poin