Hi Per, On Wed, Feb 04, 2009 at 08:33:49AM +0100, Michael Hanke wrote: > On Tue, Feb 03, 2009 at 10:52:03PM -0500, Per B. Sederberg wrote: > > Hi Folks: > > > > I just wanted to let you know that I just added in a new > > regression-based classifier to PyMVPA that I think is going to be very > > effective: the elastic net (ENET). It's a variant on least angle > > regression (LARS), but it has both L1 and L2 priors so that it > > sparsifies the features AND keeps redundant features, which helps with > > both generalizability and with sensitivity analysis. > > Sounds great -- I will take a look if it is friendly to my datasets ;-)
Started playing (or intended to). I started a simple cross-validation (5-fold) on a 80000-feature dataset (not much useful signal in it). I was curious to see how ENET performs. However, I started it on Monday and it is still not done. What is the perceived speed of the R implementation in comparison to other classifiers? Cheers, Michael -- GPG key: 1024D/3144BE0F Michael Hanke http://apsy.gse.uni-magdeburg.de/hanke ICQ: 48230050 _______________________________________________ Pkg-ExpPsy-PyMVPA mailing list [email protected] http://lists.alioth.debian.org/mailman/listinfo/pkg-exppsy-pymvpa
