Re: [Scikit-learn-general] Benchmarking non-negative least squares solvers, work in progress

2013-11-06 Thread Alexandre Gramfort
> I'd love to add non-negative lasso to this mix. However, I noticed > that cd_fast.pyx is missing the positive=True option in multitask > lasso (as well as the sparse variant). Is there any other reason for > this or just that nobody needed it? indeed nobody needed it :) thanks for looking int

Re: [Scikit-learn-general] Online learning

2013-11-06 Thread Andy
On 11/06/2013 05:00 PM, Jim wrote: >> Then you don't need a OneVsRestClassifier as OvR is the default >> strategy for SGD. You do need to put a maximum on the number of >> classes before you start learning, though. > I see. Thank you for the advice. This was initial novice iteration of the > so

Re: [Scikit-learn-general] Prototype Extraction algorithm implementation

2013-11-06 Thread Andy
Hi Paolo. Could you please give a link to the reference paper? I couldn't find it. Could you maybe also give a quick description of the algorithm, I'm afraid I'm not familiar with it (by that name). Thanks, Andy On 11/06/2013 07:05 AM, Paolo Di Prodi wrote: > Hello there, > I am a new user of Sc

Re: [Scikit-learn-general] LambdaMART implementation and gbm comparison

2013-11-06 Thread Jacques Kvam
Thanks for the interest guys I'll try to address some of your comments. I haven't pushed the code anywhere yet. Putting aside potential API issues, there are currently no tests, there may be some numerical issues that still need to be ironed out, some data types were specialized for cython for the

Re: [Scikit-learn-general] Online learning

2013-11-06 Thread Jim
[Mistakenly posted as separate thread before, please ignore previous post] I see. Thank you for the advice. This was initial novice iteration of the solution and needs improvement of course. In terms of which, in order to keep the behaviour of the classifier consistent, instead of a single cla

Re: [Scikit-learn-general] LambdaMART implementation and gbm comparison

2013-11-06 Thread Mathieu Blondel
Jacques, is your LambdaMART implementation available somewhere? Mathieu On Thu, Nov 7, 2013 at 12:09 AM, Mathieu Blondel wrote: > On a related note, I implemented NDCG with a slightly different interface > than Olivier's implementation: > https://gist.github.com/mblondel/7337391 > > My implemen

Re: [Scikit-learn-general] Online learning

2013-11-06 Thread Jim
> Then you don't need a OneVsRestClassifier as OvR is the default > strategy for SGD. You do need to put a maximum on the number of > classes before you start learning, though. I see. Thank you for the advice. This was initial novice iteration of the solution and needs improvement of course. In t

Re: [Scikit-learn-general] Benchmarking non-negative least squares solvers, work in progress

2013-11-06 Thread Vlad Niculae
Hi everybody, I just updated the gist quite a lot, please take a look: http://nbviewer.ipython.org/7224672 I'll go to sleep and interpret it with a fresh eye tomorrow, but what's interesting at the moment is: KKT's performance is quite constant, PG with sparsity penalties (the new, simpler ones,

Re: [Scikit-learn-general] release time

2013-11-06 Thread Nelle Varoquaux
It'd be nice to merge #2199 Cheers, N On 6 November 2013 16:16, Peter Prettenhofer wrote: > Given that snow will arrive late I too should be able to get some stuff > done as well. > > I want to get #2570 to MRG within one week so that we have plenty of > time to review and tweak. > > Furthermo

[Scikit-learn-general] Prototype Extraction algorithm implementation

2013-11-06 Thread Paolo Di Prodi
Hello there, I am a new user of Scikit and I was wondering if somebody had or is willing to implement the prototype extraction algorithm (Gonzales 1985) which is a linear time algorithm very useful for incremental data set clustering. In case this algorithm is not implemented should I go ahead an

Re: [Scikit-learn-general] release time

2013-11-06 Thread Peter Prettenhofer
Given that snow will arrive late I too should be able to get some stuff done as well. I want to get #2570 to MRG within one week so that we have plenty of time to review and tweak. Furthermore, I wanted to have a look a supporting different dtypes for SGD. @Olivier: I will team up with you on r

Re: [Scikit-learn-general] LambdaMART implementation and gbm comparison

2013-11-06 Thread Mathieu Blondel
On a related note, I implemented NDCG with a slightly different interface than Olivier's implementation: https://gist.github.com/mblondel/7337391 My implementation takes y_true and y_pred as arguments and so is more consistent with other metrics in scikit-learn. However y_pred might not be availab

Re: [Scikit-learn-general] release time

2013-11-06 Thread Lars Buitinck
2013/11/6 Olivier Grisel : > I can help prepare the release by going through the open issues and > pull requests on github and make a summary next week. > > All the three PRs highlighted by Gilles seem very important to me. I > started reading the ESLII chapter on MARS soon to help with the review

Re: [Scikit-learn-general] release time

2013-11-06 Thread Olivier Grisel
I can help prepare the release by going through the open issues and pull requests on github and make a summary next week. All the three PRs highlighted by Gilles seem very important to me. I started reading the ESLII chapter on MARS soon to help with the review of the PR (I got interrupted by 2 co

Re: [Scikit-learn-general] LambdaMART implementation and gbm comparison

2013-11-06 Thread Olivier Grisel
This is very interesting. I have been playing recently with learning to rank. Right now I just used point-wise regressors and just implemented NDCG as a ranking metric to compare the models. I tried to experiment with parallelizing extra trees here: http://nbviewer.ipython.org/urls/raw.github.c

Re: [Scikit-learn-general] Online learning

2013-11-06 Thread Lars Buitinck
2013/11/6 Jim <[email protected]>: > No I am primarily working on multiclass classification with constantly > increasing number of classes Then you don't need a OneVsRestClassifier as OvR is the default strategy for SGD. You do need to put a maximum on the number of classes before you start learni

Re: [Scikit-learn-general] LambdaMART implementation and gbm comparison

2013-11-06 Thread Peter Prettenhofer
Hi Jacques, very exciting -- this was on my wish list for quite a while. maybe we should start creating a PR upfront so that we can discuss things there -- better than using the mailing list (quite a lot of traffic already). The most important part of adding lambdaMart to sklearn is fleshing out a

Re: [Scikit-learn-general] release time

2013-11-06 Thread Gilles Louppe
Hi, Thanks for pointing this Andy! I think it would help indeed to set some coarse deadline for the next release. This would help us get motion and get things done. End of december or beginning of January would be best for me. On my side, I don't plan to contribute anything big in the meantime.

[Scikit-learn-general] LambdaMART implementation and gbm comparison

2013-11-06 Thread Jacques Kvam
Hello scikit-learn, I recently wrote up an implementation of the LambdaMART algorithm on top of the existing gradient boosting code (thanks for the great base of code to work with btw). It currently only supports NDCG but it would be easy to generalize. That's kind of besides the point however. Be