Re: [Scikit-learn-general] Multiple metrics in grid search, etc. (again!)

2014-01-13 Thread Joel Nothman
Firstly, yes, fit_grid_point is being replaced cross_val_score. It wants you to review it! https://github.com/scikit-learn/scikit-learn/pull/2736 Secondly, my prior proposals include: - On the mailing list in March 2013 I suggested a minimal code change although not very user friendly appro

Re: [Scikit-learn-general] Multiple metrics in grid search, etc. (again!)

2014-01-13 Thread Mathieu Blondel
I'd definitely like to have support for multiple metrics. My use case is that I have several methods that I want to evaluate against different metrics and I want the hyper-parameters to be tuned against each metric. In addition I don't have a test set so I need to use cross-validation both for eval

Re: [Scikit-learn-general] Theil-Sen estimator for a multiple linear regression problem

2014-01-13 Thread Mathieu Blondel
On Mon, Jan 13, 2014 at 5:09 PM, florian.wilh...@gmail.com < florian.wilh...@gmail.com> wrote: > > So setting epsilon=0 and C to a large value should result in a > regression in the L1 norm with almost no regularization of w, right?. > One thing that just crossed my mind. Would it be possible in a

Re: [Scikit-learn-general] Theil-Sen estimator for a multiple linear regression problem

2014-01-13 Thread florian.wilh...@gmail.com
@Alexandre, @Mathieu: Thanks for these hints. I'll give it a try. So setting epsilon=0 and C to a large value should result in a regression in the L1 norm with almost no regularization of w, right?. One thing that just crossed my mind. Would it be possible in a linear SVR setting to let the norm(w