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
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
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