On Fri, Mar 30, 2012 at 6:20 PM, Gael Varoquaux <
gael.varoqu...@normalesup.org> wrote:
> One remark on the algorithmic side, rather than on the project management
> side: it seemed to me when I read the Yuan paper than the strategy to
> choose the order in which the variables where updated could
Hi Immanuel,
Your proposal looks interesting. It is really welcomed. I like the list
of strategies for optimization that you have given.
One remark on the algorithmic side, rather than on the project management
side: it seemed to me when I read the Yuan paper than the strategy to
choose the order
On Thu, Mar 29, 2012 at 10:24:29PM +0200, Immanuel wrote:
>
> > +1 for starting with a first patch on the current CD implementation to
> > get familiar with the existing code base.
> Just want to let you know that I'm on it, I hope I can write the batch
> over the weekend.
> >
> > As for the conte
> Also David experienced poor performance compared to other
> implementation when using the CD models in a sparse coding. Would be
>
> You mean that the data matrix X has a lot of zero entries? There is a
> comment
> on this case in section 2.3 ( www.stanford.edu/~hastie/Papers/glmnet.pdf ).
sect
> +1 for starting with a first patch on the current CD implementation to
> get familiar with the existing code base.
Just want to let you know that I'm on it, I hope I can write the batch
over the weekend.
>
> As for the content of the proposal itself, it would be good to include
> extensive profi
Le 28 mars 2012 09:04, Alexandre Gramfort
a écrit :
> hi Immanuel,
>
> glad to hear about your interest.
>
> to contribute a quick patch to the coordinate descent code what do you think
> of adding the positivity constraint to Lasso and ElasticNet?
>
> the idea is to accept an update a coef only i
hi Immanuel,
glad to hear about your interest.
to contribute a quick patch to the coordinate descent code what do you think
of adding the positivity constraint to Lasso and ElasticNet?
the idea is to accept an update a coef only if the value is positive.
the loop concerned is this one:
https:/
Hello all,
before attempting a detailed proposal I would like to discuss the big
picture with you. I went though the two referenced papers and my
feeling is that glmnet as coordinate descent method could be a good
choice especially since the connection with strong rule approach is
already available
