Re: [Scikit-learn-general] SGDRegressor for sparse matrix

2012-05-27 Thread Olivier Grisel
2012/5/26 Ariel Rokem : > Hi Alex, > > Thanks for responding. > > On Sat, May 26, 2012 at 5:09 AM, Alexandre Gramfort > wrote: >> hi ariel, >> >> have you standardized your data? >> > > No, not yet. I'll try doing that. I understand that it's not a bad > idea to do that, but should it be necessary

Re: [Scikit-learn-general] SGDRegressor for sparse matrix

2012-05-27 Thread Alexandre Gramfort
> Anyone have any other ideas about the original problem (the crash from > SGDRegressor)? learning rate not adapted to the scaling of your data. Alex -- Live Security Virtual Conference Exclusive live event will cover al

Re: [Scikit-learn-general] SGDRegressor for sparse matrix

2012-05-26 Thread Ariel Rokem
Hi Mathieu, On Sat, May 26, 2012 at 8:54 AM, Mathieu Blondel wrote: > > > On Sat, May 26, 2012 at 11:37 PM, Ariel Rokem wrote: >> >> >> Yes - that seems to work fine for this problem. However, I would like >> to also apply this to larger problems and I am worried that ridge >> regression will ev

Re: [Scikit-learn-general] SGDRegressor for sparse matrix

2012-05-26 Thread Gael Varoquaux
On Sun, May 27, 2012 at 12:54:51AM +0900, Mathieu Blondel wrote: > BTW - is there any way to track the progress of these algorithms, as > > they are running? That is, print out something every n iterations > > reporting on the convergence of the error? > Not yet. This is something we should consi

Re: [Scikit-learn-general] SGDRegressor for sparse matrix

2012-05-26 Thread Mathieu Blondel
On Sat, May 26, 2012 at 11:37 PM, Ariel Rokem wrote: > > Yes - that seems to work fine for this problem. However, I would like > to also apply this to larger problems and I am worried that ridge > regression will eventually become very slow. That's why I was trying > out SGD. > > In Ridge, you ca

Re: [Scikit-learn-general] SGDRegressor for sparse matrix

2012-05-26 Thread Ariel Rokem
Hi Alex, Thanks for responding. On Sat, May 26, 2012 at 5:09 AM, Alexandre Gramfort wrote: > hi ariel, > > have you standardized your data? > No, not yet. I'll try doing that. I understand that it's not a bad idea to do that, but should it be necessary? > did you try with Ridge? Yes - that se

Re: [Scikit-learn-general] SGDRegressor for sparse matrix

2012-05-26 Thread Alexandre Gramfort
hi ariel, have you standardized your data? did you try with Ridge? Alex On Fri, May 25, 2012 at 7:26 PM, Ariel Rokem wrote: > Hi everyone, > > I am trying to use the SGDRegressor to solve for a sparse set of > linear equations. I am getting an under/over-flow error (see below). > > Running mas

[Scikit-learn-general] SGDRegressor for sparse matrix

2012-05-26 Thread Ariel Rokem
Hi everyone, I am trying to use the SGDRegressor to solve for a sparse set of linear equations. I am getting an under/over-flow error (see below). Running master from github from this morning on Fedora 14. Any ideas? Thanks! Ariel In [30]: X Out[30]: <533100x18788 sparse matrix of type ''