Commit Graph

56 Commits

Author SHA1 Message Date
Fabian Pedregosa 8143abbadf Add a complete example of SVM classifier using a precomputed kernel. 2010-05-17 11:25:35 +02:00
Alexandre Gramfort a676ee6fab adding __str__ method in LinearModel. adding examples for lasso + elastic + path with crossval. adding computation of explained variance (ie. r^2). disabling early stopping in paths as it turns out on an example that it tends to stop the computation too early 2010-05-09 12:51:07 +02:00
Alexandre Gramfort 1be2188231 removing unnecessary imports 2010-05-09 11:27:43 +02:00
Alexandre Gramfort dbc2eaff10 bug fix in coordinate descent for GLMNET 2010-05-06 16:30:02 +02:00
Alexandre Gramfort 1e68aaccff changing interface of lasso + enet for consistency with GLMNET 2010-05-06 16:30:02 +02:00
Fabian Pedregosa 88e9d3a4eb Refactor lasso coordinate descent code.
The code of coordinate descent was optimized algorithmically reducing
the number of matrix operations and eliminating callbacks. The
resulting code is thus simpler but less flexible in theory, although
in my oppinion this feature was not really used.

In my computer this gives a 150x speed improvement on the example
plot_lasso_coordinate_descent_path.py.

Further improvements should be done, notably those that exploit
sparsity. This is planned but not done in this commit.

Other changes:

  * squash enet_cd_fast.pyx and lasso_cd_fast.pyx into cd_fast.pyx.
  * remove python code that duplicates functionality of cython code.
  * Refactor test for this module, as they where mostly based on the
    callback code.
  * Modify plot_lasso_coordinate_descent_path.py to compute only the
    lasso path.
  * throw a warning if dual gap > tolerance.
2010-05-06 16:29:25 +02:00
Fabian Pedregosa 449cc00244 Refactoring on the svm module.
Cleanup innecessary code in svm module, add docstring. Also simplify the bindings and avoid creating new objects in the wrap functions, pass arrays by reference whenever possible.

Change some names: SVC.rho_ --> SVC.intercept_

Also added tests.

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@710 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-29 06:59:48 +00:00
Gael Varoquaux 79f16a011c MISC: Typo.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@705 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-23 08:17:23 +00:00
Gael Varoquaux 03c7d926f6 DOC: Moving examples in a separate directory, final commit (hopefully)
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@703 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-23 05:52:16 +00:00
Gael Varoquaux fe36e697ea DOC: Moving SVM examples in a separate folder, step 1.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@702 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-23 05:50:13 +00:00
Gael Varoquaux 1896240830 DOC: Rework of the docs and examples: multiple commits because commits
with 'mv' fail.



git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@701 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-23 05:48:03 +00:00
Gael Varoquaux e5c769de44 DOC: Moving the em examples, step 2.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@700 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-23 05:45:19 +00:00
Alexandre Gramfort a9a5003dc2 adding example that illustrates that L1 penalty leads to sparse estimates of coef_
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@697 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-22 17:58:50 +00:00
Alexandre Gramfort a00f908f92 adding example to view posterior class probabilities when using LogisticRegression or SVC
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@696 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-22 17:58:11 +00:00
Olivier Grisel 90eb5b71e9 add some print statements to monitor lasso/enet progress and tweaks parameters to make it faster to run
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@688 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-22 09:45:08 +00:00
Olivier Grisel b1c363a2d2 s/n_features/n_samples/ in digits example
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@687 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-22 09:28:12 +00:00
Alexandre Gramfort 18d20abebe SVM : renaming coef_ to dual_coef_ in SVM
and uniformisation of coef_ property between SVC with linear kernel and LinearSVC

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@683 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-21 20:35:23 +00:00
Alexandre Gramfort 6d1c9f64bc uniforming the access to the primal variables (the "w") with a "coef_" property
in the lasso and enet coordinate methods.

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@682 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-21 18:05:56 +00:00
Gael Varoquaux d09d6174fa DOC: Improve the example docstrings.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@680 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-21 17:04:36 +00:00
Gael Varoquaux d7c07abbc5 ENH/DOC: Add an example doing classification on digits.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@669 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-20 22:47:50 +00:00
Alexandre Gramfort 7e8c34e200 correct typo
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@667 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-20 20:24:20 +00:00
Gael Varoquaux 1c2aa6446d ENH: Refactor the datasets to add the digits standard dataset.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@654 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-19 14:15:47 +00:00
Gael Varoquaux fb816b3eaa DOC: Adding plotting to feature selection, in 2 times to work around
proxy problems (lousy youth hotel in Rotterdam :>)



git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@645 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-15 20:45:52 +00:00
Gael Varoquaux 1df18390a8 Workaround for proxy problems.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@644 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-15 20:43:42 +00:00
Gael Varoquaux 331516b8b3 DOC: Sprucing up the documentation.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@642 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-15 19:53:31 +00:00
Michel Vincent c3d5d96bb4 Add Gaussian Naive Bayes classifier
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@637 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-14 13:14:39 +00:00
Fabian Pedregosa d7cdd0c1fd Fix typos in examples.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@636 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-14 09:37:51 +00:00
Fabian Pedregosa c0695e840e Generate examples dinamically.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@633 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-14 08:25:23 +00:00
Fabian Pedregosa 1f8984c858 Temporary hack to generate the examples.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@632 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-14 08:03:24 +00:00
Alexandre Gramfort 69d1b0859e adding LDA implementation with test + example
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@617 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-04-06 08:41:31 +00:00
Gael Varoquaux 8060c025b4 DOC: Improve the feature selection example.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@602 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-23 10:54:08 +00:00
Fabian Pedregosa 73dc673395 Add small script to run all the examples.
Just for testing purposes.

From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@582 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-19 08:41:58 +00:00
Fabian Pedregosa 8fe9b70578 Update feature_selection.
some API changes broke this example

From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@580 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-19 08:24:49 +00:00
Fabian Pedregosa f7b9686afe More doc for the svm module.
Added a little reference for OneClassSVM and some examples.

From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@563 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-18 09:44:40 +00:00
Fabian Pedregosa 3ef4274a27 Add another svm example.
This time with nonseparable data.

From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@560 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-17 13:32:23 +00:00
Fabian Pedregosa bb5ce9fe2d Beautify the svn example (colors where ugly!)
From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@558 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-17 13:30:39 +00:00
Fabian Pedregosa 96ed447d9e Add neighbors example
From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@554 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-17 13:28:18 +00:00
Fabian Pedregosa 3faffbb6f8 Add svm example.
From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@551 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-17 10:27:30 +00:00
Fabian Pedregosa ad9d5a97a4 Documentation for the svm module.
From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@542 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-16 10:42:20 +00:00
Alexandre Gramfort c7d85c5973 renaming cd.py to coordinate_descent.py in example
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@540 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-15 17:03:21 +00:00
Alexandre Gramfort 7f4bb30817 revert commit linreg -> glm
(GLM works for models where the predicted value is a linear funcition of the data such as least squares, lasso or logistic regression)

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@537 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-15 13:50:10 +00:00
Alexandre Gramfort 35e12c23d4 - bug fix in stop criterion of Elastic-Net
- rewriting callback system to handle objective value computation and density. It  is designed to be usable by other iteration procedures such as proximal based optimization schemes.

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@536 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-15 11:46:44 +00:00
Fabian Pedregosa 97aeb8db46 Refactor svm model.
Change name class SVM -> SVC

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@531 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-15 08:02:41 +00:00
Fabian Pedregosa 35e6a87c48 Update examples to reflect new dataset
From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@521 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-12 13:13:47 +00:00
Fabian Pedregosa ef9bbfe736 Update examples with new API changes.
Also add a title to the plot.

From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@511 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-10 08:58:28 +00:00
Fabian Pedregosa 03954dac27 Rename of SVM classes.
Separate different types of support vectors in different classes.

See issue 29 [1] for a complete discussion of the API

Also, add benchmarks for this module.

[1] https://sourceforge.net/apps/trac/scikit-learn/ticket/29

From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@509 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-09 13:40:40 +00:00
Fabian Pedregosa 365ce02ab9 Refactor plot_svm examples.
Do not use functions in examples (flat is better than nested)

From: Fabian Pedregosa <fabian.pedregosa@inria.fr>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@502 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-05 15:18:41 +00:00
Olivier Grisel 50da323cb1 leveraging the new callback feature for GLM to implement early stopping based on duality gab
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@497 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-04 16:23:52 +00:00
Gael Varoquaux b7f18cc6e3 DOC: Beautify the lasso coordinate example and documentation.
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@486 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-03 17:47:06 +00:00
Bertrand Thirion c5fd678f73 temptative commit--deletion of feature-select messed up things
git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@474 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8
2010-03-03 16:32:12 +00:00