Re: [Scikit-learn-general] Default value n_estimators for GBRT

2012-03-26 Thread Scott White
I have noticed also that GBRT can be quite slow even for small k. Since GBRT fits n*k decision trees, by design, it's crucial that the decision tree code be highly optimized. I did some quick performance profiling the other day, which showed that the performance bottleneck was spent in the method

Re: [Scikit-learn-general] Default value n_estimators for GBRT

2012-03-25 Thread Scott White
On Mar 25, 2012, at 10:37 AM, Peter Prettenhofer wrote: > 2012/3/25 Scott White : >> I have noticed also that GBRT can be quite slow even for small k. >> Since GBRT fits n*k decision trees, by design, it's crucial that the >> decision tree code be highly optimized. I

Re: [Scikit-learn-general] Default value n_estimators for GBRT

2012-03-25 Thread Scott White
/25 Scott White : >> Btw, another thing I think we should add is the ability to monitor the >> out-of-bag estimates after each iteration and allow the fitting to be >> terminated early. It's usually hard to guess the right number of >> iterations required and if one can t

Re: [Scikit-learn-general] Default value n_estimators for GBRT

2012-03-25 Thread Scott White
sults that can help speed things up a lot. cheers, Scott On Sun, Mar 25, 2012 at 10:10 AM, Scott White wrote: > I have noticed also that GBRT can be quite slow even for small k. > Since GBRT fits n*k decision trees, by design, it's crucial that the > decision tree code be highly op