Re: [Scikit-learn-general] Theil-Sen estimator for a multiple linear regression problem

2014-01-11 Thread Alexandre Gramfort
hi, did you try SVR ? eventually setting epsilon to 0.? if it's too slow have a look at lightning new LinearSVR estimator. Alex On Sat, Jan 11, 2014 at 7:28 PM, florian.wilh...@gmail.com < florian.wilh...@gmail.com> wrote: > Hi, > > at Blue Yonder we often use Scikit-Learn but are sometimes

Re: [Scikit-learn-general] Theil-Sen estimator for a multiple linear regression problem

2014-01-11 Thread florian.wilh...@gmail.com
Hi, at Blue Yonder we often use Scikit-Learn but are sometimes missing more robust regression methods that are not based on the L2 norm. So far I only knew Theil-Sen as a linear regression method with only a single explanatory variable. The work of Xin Dang, Hanxiang Peng, Xueqin Wang and Heping Z

Re: [Scikit-learn-general] LabelEncoder with never seen before values

2014-01-11 Thread Christian Jauvin
Another take on my previous question is this other question: Is fitting a LabelEncoder on the *entire* dataset (instead of only on the training set) an equivalent "sin" (i.e. a common ML mistake) as say doing so with a Scaler or some other preprocessing technique? If the answer is yes (which is w