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] 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] 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] 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] 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

[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