Commit Graph

76 Commits

Author SHA1 Message Date
Tom DLT d972da2403 FIX temporary fix for sparse ridge with intercept fitting 2015-10-13 10:12:19 +02:00
TomDLT 94eb61960a ENH add sag solver in LogisticRegression and Ridge 2015-09-10 13:28:02 -04:00
Andreas Mueller 32b2f8e592 Merge pull request #4838 from trevorstephens/ridge_sw
[MRG+1] Add sample_weight support to RidgeClassifier
2015-06-09 11:22:50 -04:00
trevorstephens 2f69574393 add sample_weight to RidgeClassifier 2015-06-08 21:33:56 -07:00
Sonny Hu 92f9c9e274 fix RidgeCV when cv != None
add a test for sample_weight

add a comment for test_ridgecv_sample_weight

make sure coef_ are the same
2015-06-06 08:32:58 -04:00
Andreas Mueller eedc1cddab Use more natural class_weight="auto" heuristic 2015-06-01 12:49:53 -04:00
Raghav R V cd2ee7e454 MAINT docstring --> comments to prevent nose from using doc in verbose mode 2015-03-21 11:16:49 +05:30
Mathieu Blondel 6acbb8ce73 Handle sample_weight upfront. 2015-01-25 00:16:45 +09:00
Andreas Mueller 4e270a5157 remove deprecation tests. 2014-12-29 14:00:06 -05:00
Joel Nothman 081a554698 FIX P/R/F metrics and scorers are now for binary problems only by default
Scorers for different average parameters have been added.
2014-12-09 13:56:51 +11:00
Mathieu Blondel c1eb8f9aaf Fix sparse_cg solver when max_iter is specified. 2014-10-02 11:40:28 +09:00
akshayah3 3a02da807a Raise exception for sparse inputs in the case of svd solver
Fixes #3709, #3718.
2014-09-30 08:40:47 +02:00
Lars Buitinck c9789c7edf COSMIT clean up tests with pyflakes
test_ridge.py contained two duplicate functions.
2014-07-22 16:10:16 +02:00
lesteve fa50e628dd Remove 'DeprecationWarning: using a non-integer number instead of an integer will result in an error in the future' warnings 2014-07-18 15:16:56 +01:00
lesteve b12d1ac487 Remove deprecated 'score_func' and 'loss_func' parameters from sklearn.metrics.scorer.check_scoring. Amend the code in all the other places they were used. 2014-07-17 13:53:06 +01:00
Olivier Grisel 3f5194eb06 MAINT removed shadowed broken test 2014-06-09 17:52:13 +02:00
Michael Eickenberg 1e5e7e183d failing test for wrong solver exception 2014-04-28 10:24:51 +02:00
Michael Eickenberg 8307eee9ab Ridge regression now can use sample_weights in feature space. Summary commit over around 20 commits to avoid failing tests 2014-04-15 13:36:49 +02:00
Manoj-Kumar-S 566237dbab FIX: Label encoding done in compute_class_weight
Changed API such that weight[i] corresponds to sorted_weight[i].
2014-03-01 17:04:55 +01:00
Manoj-Kumar-S 6740de0d1a FIX: sample_weight='auto' for RidgeClassifier 2014-02-19 22:56:56 +05:30
Manoj-Kumar-S c6410d161f FIX: Removed coef and improved initialization 2014-02-18 13:29:33 +05:30
Manoj-Kumar-S aa66938eb9 Fixes Issue 2751 2014-02-17 21:09:07 +05:30
Mathieu Blondel 33c6635ea2 More robust test for sample_weight in Ridge. 2014-01-14 15:49:36 +09:00
Mathieu Blondel 41ae4c96ac Test primal-dual relationship in Ridge. 2014-01-14 15:40:14 +09:00
dengemann e1bdd99ea6 ENH: add assert_warn_message 2013-11-29 13:55:39 +01:00
Nicolas Trésegnie eae4fab2d8 Add catching of the deprecation warnings in rfe and ridge tests 2013-07-28 10:45:44 +02:00
Nicolas Trésegnie 93ef065870 Add deprecation warnings in Ridge 2013-07-28 10:45:43 +02:00
Andreas Mueller e488704849 COSMIT pep8 2013-07-23 15:17:32 +02:00
Olivier Grisel 7697a6fb31 Merge more Py3 fixes 2013-07-13 15:01:32 +02:00
Fabian Pedregosa 814ad9ba14 Test for singular matrices in Ridge regression
This is a test for 8b9b4e447b
I've also made the _solve_svd function more robust for the
case where alpha is zero.
2013-07-12 15:49:44 +02:00
Justin Vincent def6c35f94 More python3 fixes (and just plain bugs) 2013-07-10 12:29:46 -04:00
Mathieu Blondel ebc0634373 Add warning when fall back to other solver. 2013-07-04 20:32:36 +09:00
Mathieu Blondel 371dea2643 Test exception is raison when number of targets and penalties don't
match.
2013-07-04 19:39:22 +09:00
Michael 92418d6437 updated tests 2013-07-04 19:39:22 +09:00
Michael 20b8bc655d added individual penalties function for all other solvers. Tests passing for all of them 2013-07-04 19:39:22 +09:00
Michael a92ae2dfb8 test for ridge estimator 2013-07-04 19:39:22 +09:00
Michael 1efc49aa55 new multiple target tests added, functionality confined to direct usage of ridge_regression function 2013-07-04 19:39:22 +09:00
Fabian Pedregosa 9ad829b307 Merge pull request #1914 from fabianp/ridge_svd
MRG - Add SVD-based solver to ridge regression.
2013-06-06 03:12:54 -07:00
Andreas Mueller 9589e04fd9 FIX typo in test for RdigeCV 2013-05-07 22:52:41 +02:00
Lars Buitinck daf527735a BUG disable memory-blowing SVD for sparse input in RidgeCV
Fixes #1921.
2013-05-03 17:48:39 +02:00
Fabian Pedregosa 922df5ae5e Add SVD-based solver to ridge regression.
I added a solver based on the thin SVD of X to compute the ridge
coefficients. This is much more stable than the cholesky decomposition
for singular matrices.

While in the Ridge regression the Gram matrix becomes nonsingular
because of the regularization, I've come across problems when the
regularization parameter is very small. This pull request remedies,
making the algorithm defined and stable even for the border case
alpha=0.

I took the liberty to change the default algorithm of to this one
(when there are no sample weights).
2013-05-02 11:30:18 +02:00
Andreas Mueller e52e24706f COSMIT pep8 2013-01-21 21:20:21 +01:00
Gael Varoquaux e3dd35fa11 BUG: shape bug in tests 2013-01-20 19:16:18 +01:00
Gael Varoquaux 94404fddea TST: improve last test 2013-01-20 19:16:18 +01:00
Gael Varoquaux c050d28d94 TEST: add a test of sample weights 2013-01-20 19:16:18 +01:00
Gael Varoquaux 906290e57e ENH: rng local to tests
Elsewhere individual tests may not be reproducible
2013-01-20 19:16:18 +01:00
Andreas Mueller 754c2d9533 COSMIT pep8 2012-12-22 16:48:17 +01:00
Mathieu Blondel f65efcf8eb More use sklearn.utils.testing.
My model is training :)
2012-10-25 21:21:22 +09:00
Mathieu Blondel ec07896195 Add minimalistic test for each solver. 2012-09-29 02:16:05 +09:00
Lars Buitinck 4183cb3b34 COSMIT use LinearClassifierMixin in RidgeClassifier
Had to change a test due to different tie breaking.
2012-09-17 23:22:16 +02:00