Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread josef . pktd
On Fri, Jun 15, 2012 at 4:50 PM, Yaroslav Halchenko wrote: > > On Fri, 15 Jun 2012, [email protected] wrote: >> https://github.com/PyMVPA/PyMVPA/blob/master/mvpa2/misc/dcov.py#L160 >> looks like a double sum, but wikipedia only has one sum, elementwise product. > > sorry -- I might be slow -- w

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread Yaroslav Halchenko
On Fri, 15 Jun 2012, [email protected] wrote: > https://github.com/PyMVPA/PyMVPA/blob/master/mvpa2/misc/dcov.py#L160 > looks like a double sum, but wikipedia only has one sum, elementwise product. sorry -- I might be slow -- what sum? there is only an outer product in 160:Axy = Ax[:, None

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread josef . pktd
On Fri, Jun 15, 2012 at 4:20 PM, Yaroslav Halchenko wrote: > Here is a comparison to output of my code (marked with >): > >  0.00458652660079 0.788017364828 0.00700027844478 0.00483928213727 >> 0.145564526722 0.480124905375 0.422482399359 0.217567496918 > 6.50616752373e-07 7.99461373461e-05 0.0070

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread Yaroslav Halchenko
Here is a comparison to output of my code (marked with >): 0.00458652660079 0.788017364828 0.00700027844478 0.00483928213727 > 0.145564526722 0.480124905375 0.422482399359 0.217567496918 6.50616752373e-07 7.99461373461e-05 0.00700027844478 0.0094610687282 > 0.120884106118 0.249205123601 0.4224823

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread josef . pktd
On Fri, Jun 15, 2012 at 3:50 PM, wrote: > On Fri, Jun 15, 2012 at 10:45 AM, Yaroslav Halchenko > wrote: >> >> On Fri, 15 Jun 2012, Satrajit Ghosh wrote: >>>    hi yarik, >>>    here is my attempt: >>>     >>> [1]https://github.com/satra/scikit-learn/blob/enh/covariance/sklearn/covariance/distan

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread josef . pktd
On Fri, Jun 15, 2012 at 10:45 AM, Yaroslav Halchenko wrote: > > On Fri, 15 Jun 2012, Satrajit Ghosh wrote: >>    hi yarik, >>    here is my attempt: >>     >> [1]https://github.com/satra/scikit-learn/blob/enh/covariance/sklearn/covariance/distance_covariance.py >>    i'll look at your code in det

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread Yaroslav Halchenko
On Fri, 15 Jun 2012, Satrajit Ghosh wrote: >hi yarik, >here is my attempt: > > [1]https://github.com/satra/scikit-learn/blob/enh/covariance/sklearn/covariance/distance_covariance.py >i'll look at your code in detail later today to understand the uv=True it is just to compute dCo[v

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread Satrajit Ghosh
hi yarik, here is my attempt: https://github.com/satra/scikit-learn/blob/enh/covariance/sklearn/covariance/distance_covariance.py i'll look at your code in detail later today to understand the uv=True case. cheers, satra On Fri, Jun 15, 2012 at 10:19 AM, Yaroslav Halchenko wrote: > I haven't

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread Yaroslav Halchenko
I haven't had a chance to play with it extensively but I have a basic implementation: https://github.com/PyMVPA/PyMVPA/blob/master/mvpa2/misc/dcov.py which still lacks statistical assessment, but provides dCov, dCor values and yes -- it is "inherently multivariate", but since also could be useful

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread Satrajit Ghosh
hi yarik, hm... interesting -- and there is no comparison against "minimizing > independence"? e.g. dCov measure > http://en.wikipedia.org/wiki/Distance_correlation which is really simple > to estimate and as intuitive as a correlation coefficient > thanks for bringing up dCov. have you had a cha

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread xinfan meng
Submitted 5/07; Revised 6/11; Published 5/12 It takes such a long time ... On Fri, Jun 15, 2012 at 8:58 PM, Satrajit Ghosh wrote: > fyi > > -- Forwarded message -- > From: joshua vogelstein > Date: Fri, Jun 15, 2012 at 12:35 AM > > http://jmlr.csail.mit.edu/papers/volume13/song

Re: [Scikit-learn-general] feature selection algo

2012-06-15 Thread Yaroslav Halchenko
hm... interesting -- and there is no comparison against "minimizing independence"? e.g. dCov measure http://en.wikipedia.org/wiki/Distance_correlation which is really simple to estimate and as intuitive as a correlation coefficient On Fri, 15 Jun 2012, Satrajit Ghosh wrote: >fyi >

[Scikit-learn-general] feature selection algo

2012-06-15 Thread Satrajit Ghosh
fyi -- Forwarded message -- From: joshua vogelstein Date: Fri, Jun 15, 2012 at 12:35 AM http://jmlr.csail.mit.edu/papers/volume13/song12a/song12a.pdf these guys define a nice nonlinear/nonparametric measure of correlation that might be of interest to you. ---