Re: [Scikit-learn-general] Adaptive Lasso

2012-01-14 Thread Olivier Grisel
Very interesting. I added an issue to track this: https://github.com/scikit-learn/scikit-learn/issues/555 -- RSA(R) Conference 2012 Mar 27 - Feb 2 Save $400 by Jan. 27 Register now! http://p.sf.net/sfu/rsa-sfdev2dev2 _

Re: [Scikit-learn-general] Adaptive Lasso

2012-01-14 Thread Stéfan van der Walt
On Sat, Jan 14, 2012 at 2:38 AM, Alexandre Gramfort wrote: > I've put up a demo of adaptive lasso a.k.a. reweighed l1: > > https://gist.github.com/1610922 Cute! Do you by any chance have a reference that gives an intuitive motivation for the calculation of the weights? Stéfan -

[Scikit-learn-general] Adaptive Lasso

2012-01-14 Thread Alexandre Gramfort
hi sklearners, I've put up a demo of adaptive lasso a.k.a. reweighed l1: https://gist.github.com/1610922 If anyone is willing to make it a proper estimator in the main code base please do so. Cheers, Alex -- RSA(R) Con