Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Olivier Grisel
2012/2/1 Mathieu Blondel : > On Wed, Feb 1, 2012 at 10:10 PM, David Warde-Farley > wrote: > >> I might suggest mean over training examples but sum over output dimensions, >> if there is more than one. > > Currently, Ridge is the only estimator in scikit-learn supporting > multivariate regression

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Vlad Niculae
Sent from my iPod On 01.02.2012, at 15:43, Mathieu Blondel wrote: > On Wed, Feb 1, 2012 at 10:10 PM, David Warde-Farley > wrote: > >> I might suggest mean over training examples but sum over output dimensions, >> if there is more than one. > > Currently, Ridge is the only estimator in scikit-l

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Alexandre Gramfort
>> I might suggest mean over training examples but sum over output dimensions, >> if there is more than one. > > Currently, Ridge is the only estimator in scikit-learn supporting > multivariate regression (it does so in a way which is more efficient > than solving `n_responses` problems). It would

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Mathieu Blondel
On Wed, Feb 1, 2012 at 10:10 PM, David Warde-Farley wrote: > I might suggest mean over training examples but sum over output dimensions, > if there is more than one. Currently, Ridge is the only estimator in scikit-learn supporting multivariate regression (it does so in a way which is more effi

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread David Warde-Farley
On 2012-02-01, at 5:10 AM, Mathieu Blondel wrote: > Hello, > > I just realized that the function "mean_square_error" returns > np.sum((y_true - y_pred) ** 2) instead of np.mean((y_true - y_pred) ** > 2). Hence it is more a cumulated error than a mean error. > > I would like to fix this but this

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Gael Varoquaux
On Wed, Feb 01, 2012 at 07:22:38PM +0900, Mathieu Blondel wrote: > I will rename the function from "mean_square_error" to > "mean_squared_error", as this is how Wikipedia calls it anyway. This > way, we can keep the old one for two releases. Sounds good. We can add a depreciation warning. Thanks,

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Mathieu Blondel
On Wed, Feb 1, 2012 at 7:14 PM, Gael Varoquaux wrote: > But at least with a warning. We can't have such a change silent. I will rename the function from "mean_square_error" to "mean_squared_error", as this is how Wikipedia calls it anyway. This way, we can keep the old one for two releases. Mat

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Alexandre Gramfort
+1 for fixing the bug eventually with a warning notifying for the change in behavior A On Wed, Feb 1, 2012 at 11:10 AM, Mathieu Blondel wrote: > Hello, > > I just realized that the function "mean_square_error" returns > np.sum((y_true - y_pred) ** 2) instead of np.mean((y_true - y_pred) ** > 2).

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Gael Varoquaux
On Wed, Feb 01, 2012 at 11:12:33AM +0100, Olivier Grisel wrote: > > I would like to fix this but this will change people's results. > +1 for changing and documenting it in whats_new.rst. But at least with a warning. We can't have such a change silent. On the other hand, I agree that the current

Re: [Scikit-learn-general] mean square error

2012-02-01 Thread Olivier Grisel
2012/2/1 Mathieu Blondel : > Hello, > > I just realized that the function "mean_square_error" returns > np.sum((y_true - y_pred) ** 2) instead of np.mean((y_true - y_pred) ** > 2). Hence it is more a cumulated error than a mean error. > > I would like to fix this but this will change people's resul

[Scikit-learn-general] mean square error

2012-02-01 Thread Mathieu Blondel
Hello, I just realized that the function "mean_square_error" returns np.sum((y_true - y_pred) ** 2) instead of np.mean((y_true - y_pred) ** 2). Hence it is more a cumulated error than a mean error. I would like to fix this but this will change people's results. Mathieu -