Re: [Scikit-learn-general] Weighted samples for simple linear regression methods

2014-02-14 Thread Thomas Palmer
Thanks much for the suggestion. I also think that direct support would be nice, if someone gets the time to work on it. - Tom On Tue, Feb 11, 2014 at 11:18 AM, Alexandre Gramfort < [email protected]> wrote: > Tom, > > for linear regression models (Lasso et al.) there is n

Re: [Scikit-learn-general] Weighted samples for simple linear regression methods

2014-02-11 Thread Alexandre Gramfort
Tom, for linear regression models (Lasso et al.) there is no support but you can achieve what you want with manual prewhitening (taking care of feature scaling c.f. normalize parameter). Adding native support is conceivable for the project I think. HTH Alex On Tue, Feb 11, 2014 at 3:28 PM, Tho

[Scikit-learn-general] Weighted samples for simple linear regression methods

2014-02-11 Thread Thomas Palmer
Hello, I have interest in weight my samples for linear learners such as LinearRegression, LassoLarsCV, and friends. I found an example for SVM based on per-sample C ( http://scikit-learn.org/stable/auto_examples/svm/plot_weighted_samples.html), but this isn't the kind of learner I want to use. An