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42 Commits

Author SHA1 Message Date
Alexandre Gramfort 3a33776003 FIX : avoid unecessary computation sparse dual gap 2015-01-04 22:18:19 +01:00
MechCoder 150b4913ed OPT: Prevent iterating across n_features twice 2014-09-10 10:24:20 +02:00
Gael Varoquaux 0535fe9b70 BUG: n_samples instead of n_features in cd_fast 
Was causing a segfault under numpy master, that is more sensitive to
array index overflow. Our code was wrong, numpy is not to be blamed.
 2014-08-31 11:55:27 +02:00
MechCoder cf4cf60b7e ENH Stochastic Coordinate Descent for ElasticNet & Lasso 2014-07-29 10:23:33 +02:00
MechCoder 947da72a0a TST: Added test to check that warm model converges faster than a cold one 2014-07-15 12:17:36 +02:00
MechCoder d7f4142728 ENH: Return attribute n_iter_ for linear models dependent on the enet solver 2014-07-15 12:17:35 +02:00
Manoj-Kumar-S 2c83678022 ENH: Replaced double indexing as it causes python overhead 2014-06-13 16:41:11 +05:30
Manoj-Kumar-S 75b48cd5b2 Release GIL in the multi-task variant 2014-06-12 12:46:54 +05:30
Manoj-Kumar-S 70d3cce5c8 Added typed memory-views for H and XtA 2014-06-11 17:25:03 +05:30
Manoj-Kumar-S d49722037e Replaced C ordered contiguity and added typed memory views 2014-06-10 22:07:10 +05:30
Manoj-Kumar-S 3e6033106b ENH: Release GIL in the gram variant 2014-06-10 21:05:08 +05:30
Manoj-Kumar-S acd5df39df COSMIT: Replaced xrange with range 2014-06-10 21:05:08 +05:30
Manoj-Kumar-S 5a839e6f70 ENH: Release the GIL for sparse coordinate descent 2014-06-10 21:05:08 +05:30
Manoj-Kumar-S 7cf73f4151 Made the following fixes 
1. Replaced l1_norm with dasum calls
2. Changed strides to n_tasks in ddot
 2014-06-10 21:05:08 +05:30
Manoj-Kumar-S 5d68c27815 Replaced numpy calls with blas in dual_gap 2014-06-10 21:05:08 +05:30
Olivier Grisel 89296efa50 WIP: releasing the GIL in the inner loop of coordinate descent 2014-06-10 21:05:07 +05:30
Joel Nothman a786e12ace TST/COSMIT tests/comments for [sparse]center_data 
Also removes sparse_std which was redundant
 2014-03-30 22:07:48 +11:00
Manoj-Kumar-S 878cd8b8a4 Speed up using typed memory views 2014-03-13 00:07:58 +05:30
Manoj-Kumar-S b911a5e4a9 Replaced cython calls for dot operations with BLAS calls 2014-03-12 01:02:39 +05:30
Manoj-Kumar-S 26d3485d00 ENH: Speed up sparse_coordinate descent 2014-03-11 19:31:59 +05:30
Stefano Lattarini 67ece78da4 COSMIT various typofixes 
As suggested by codespell <https://github.com/lucasdemarchi/codespell>

Signed-off-by: Stefano Lattarini <stefano.lattarini@gmail.com>
 2013-04-11 21:22:14 +02:00
Lars Buitinck 37c1d092f8 COSMIT shut up the build by calling np.import_array in Cython modules 
$(make in 2>&1 | wc -l) down from 706 to 517.

Took the liberty of modernizing some of the Cython code while I was at it.
 2013-01-10 18:00:21 +01:00
Luis Pedro Coelho 0984a2a59f cd_fast: use square norm directly 
Previously the ℓ₂ norm was computed (which uses a sqrt), then squared.
Also, ℓ₂ norm is computed using np.dot.
 2012-10-03 19:12:47 -07:00
Alexandre Gramfort 86e36168ec FIX : remove unnecessary dgemm in cd_fast.pyx 2012-08-07 15:51:13 +02:00
Alexandre Gramfort 21706e36b9 ENH + DOC : add MultiTaskElasticNet + doc + 1 example 2012-08-07 15:51:12 +02:00
Alexandre Gramfort dcbf5a61d2 ENH : MultiTaskLasso works (still draft) 2012-08-07 15:51:12 +02:00
Immanuel Bayer 91f1013965 fix pip8 2012-06-09 11:13:06 +02:00
Immanuel Bayer 096e3e0bf2 add sparse_std that has been wrongly removed in commit 48ba97f1 from the 
sparse version
 2012-06-08 14:11:07 +02:00
Immanuel Bayer 91a5b42f57 merge cd_fast and cd_fast_sparse 2012-06-07 16:21:20 +02:00
Alexandre Gramfort 1926152715 ENH : add duality gap check with Lasso(positive=True) 2012-04-10 13:59:02 +02:00
flyingimmidev a7215af854 - changed parameter from positive_constraint to positive 
- moved parameter from fit to constructor
 2012-03-31 23:49:58 +02:00
flyingimmidev 8fbdde0ca3 renaming 2012-03-31 20:41:27 +02:00
flyingimmidev 76f34bbc35 remove outcommented lines 2012-03-31 20:18:54 +02:00
flyingimmidev a78715ad89 positive constrained option for lasso added 2012-03-31 20:04:32 +02:00
GaelVaroquaux 10f18e6655 Revert "ENH: small speedups in coordinate descent" 
This reverts commit d434a39e76.

Apparently it creates numerical instabilities on some systems.
 2012-02-25 19:18:01 +01:00
GaelVaroquaux d434a39e76 ENH: small speedups in coordinate descent 
speedup of only ~ 5%, but for little cost
 2012-02-25 19:04:21 +01:00
Andreas Mueller 4d652d1f97 MISC added warning to coordinate descent if alpha=0, don't call cd with alpha=0 in tests. 2012-02-11 16:07:07 +01:00
Olivier Grisel 091d92ac1b batch re-cythonization with version 0.15 and new package names 2011-09-03 13:28:32 +02:00
Olivier Grisel a57c2ae933 more scikits.learn => sklearn updates 2011-09-03 12:57:53 +02:00
Fabian Pedregosa ddf4b72109 Move project directory from scikits.learn to sklearn 2011-09-02 12:06:57 +02:00
Fabian Pedregosa 68f27e3790 Revert "Move project directory from scikits.learn to sklearn" 
This reverts commit fd0d3b879d.
 2011-09-02 12:03:18 +02:00
Fabian Pedregosa fd0d3b879d Move project directory from scikits.learn to sklearn 2011-09-02 11:38:24 +02:00