Le 14 mars 2012 08:57, Satrajit Ghosh <[email protected]> a écrit :
>> IMO We should record the fit durations and return the fastest among
>> the tied models. This is model agnostic and favoring fast convergence
>> is a nice feature for the user.
>
>
> doesn't too many machine and code dependent parameters come into play that
> have nothing to do with the simplicity of the model?

I am not asserting that faster models for a given accuracy level will
always be the most regularized once (I am not sure this is even true,
I am sure we can find counter examples). I am just asserting that
faster parameter sets are a good way to arbitrarily break ties on
predictive accuracy as the user will prefer using parameters that lead
to faster models.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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