Re: [Scikit-learn-general] GSoC2015 Hyperparameter Optimization topic

2015-03-09 Thread Andreas Mueller
Does emcee implement Bayesian optimization? What is the distribution you assume? GPs? I thought emcee was a sampler. I need to check in with Dan ;) On 03/09/2015 09:27 AM, Sturla Molden wrote: For Bayesian optimization with MCMC (which I believe spearmint also does) I have found that emcee is

Re: [Scikit-learn-general] GSoC2015 Hyperparameter Optimization topic

2015-03-09 Thread Sturla Molden
For Bayesian optimization with MCMC (which I believe spearmint also does) I have found that emcee is very nice: http://dan.iel.fm/emcee/current/ It is much faster than naïve MCMC methods and all we need to do is compute a callback that computes the loglikelihood given the parameter set (which

Re: [Scikit-learn-general] GSoC2015 Hyperparameter Optimization topic

2015-03-09 Thread Andy
Hi Christof. I think implementing either the GP or SMAC approach would be good. I talked to Jasper Snoek on Friday, possiblity the trickiest part for the GP is the optimization of the resulting function. Spearmint also marginalizes out the hyperparameters, which our upcoming GP implementation

Re: [Scikit-learn-general] [ANN] scikit-learn 0.16b1 is out!

2015-03-09 Thread Andreas Mueller
Thanks for all the release work Olivier! On Mon, Mar 9, 2015 at 11:46 AM, Gael Varoquaux gael.varoqu...@normalesup.org wrote: Bravo! Thanks for handling this. Gaël On Mon, Mar 09, 2015 at 04:42:12PM +0100, Olivier Grisel wrote: The first beta for scikit-learn 0.16 is available on PyPI:

Re: [Scikit-learn-general] GSoC2015 Hyperparameter Optimization topic

2015-03-09 Thread Andreas Mueller
Yeah, I don't think we want to include that in the scope of the GSoC. Using MLE parameters still works, just converges a bit slower. On 03/09/2015 11:28 AM, Jan Hendrik Metzen wrote: A combination of emcee with GPs (in this case the GPs from george) is described here:

[Scikit-learn-general] [ANN] scikit-learn 0.16b1 is out!

2015-03-09 Thread Olivier Grisel
The first beta for scikit-learn 0.16 is available on PyPI: https://pypi.python.org/pypi/scikit-learn/0.16b1 You can install it with: pip install scikit-learn==0.16b1 or by downloading the archive and building it from source as usual. Please feel free to report bugs on github. In particular if

Re: [Scikit-learn-general] GSoC2015 Hyperparameter Optimization topic

2015-03-09 Thread Jan Hendrik Metzen
A combination of emcee with GPs (in this case the GPs from george) is described here: http://dan.iel.fm/george/current/user/hyper/#sampling-marginalization As PR #4270 for sklearn also exposes a method log_marginal_likelihood(theta) in GaussianProcessRegressor, it should be straight-forward to

Re: [Scikit-learn-general] [ANN] scikit-learn 0.16b1 is out!

2015-03-09 Thread Michael Eickenberg
Cool! Congratulations! Michael On Mon, Mar 9, 2015 at 4:42 PM, Olivier Grisel olivier.gri...@ensta.org wrote: The first beta for scikit-learn 0.16 is available on PyPI: https://pypi.python.org/pypi/scikit-learn/0.16b1 You can install it with: pip install scikit-learn==0.16b1 or by

Re: [Scikit-learn-general] Scikit-learn-general Digest, Vol 62, Issue 22

2015-03-09 Thread Luca Puggini
Hi, Sorry I was not aware about the patches. I have used sklearn a lot so I can send a couple of patches in the next days hopefully this should not be a problem. @regarding my code I am writing some machine learning algorithms in python for my sponsor company. We work mainly with medium size

Re: [Scikit-learn-general] GSoC2015 Hyperparameter Optimization topic

2015-03-09 Thread Andreas Mueller
We wanted a bot that tells us about violations on PRs. Not sure if landscape.io can provide that:\ https://github.com/scikit-learn/scikit-learn/issues/3888#issuecomment-76037183 ragv also looked into this, I think. Not necessary a binary fail/pass but more like a report by a bot. On 03/09/2015

Re: [Scikit-learn-general] grid search random state

2015-03-09 Thread Pagliari, Roberto
Hi, I'm not sure how to provide the StratifiedKFold parameter to gridsearchCV. Should it be part of the pipeline? Thank you, From: Pagliari, Roberto [mailto:rpagli...@appcomsci.com] Sent: Wednesday, February 25, 2015 8:17 PM To: scikit-learn-general@lists.sourceforge.net Subject: Re:

Re: [Scikit-learn-general] [ANN] scikit-learn 0.16b1 is out!

2015-03-09 Thread Joel Nothman
Congratulations! This has been a long time coming, and if not only for the swathe of features it'll be great to see the documentation improvements appearing on stable soon! My thoughts on development priorities for the next release (and ideally to focus on before GSoC eats everyone's brains): We

Re: [Scikit-learn-general] [ANN] scikit-learn 0.16b1 is out!

2015-03-09 Thread Andy
On 03/09/2015 10:44 PM, Joel Nothman wrote: Congratulations! This has been a long time coming, and if not only for the swathe of features it'll be great to see the documentation improvements appearing on stable soon! My thoughts on development priorities for the next release (and ideally to