Commit Graph

405 Commits

Author SHA1 Message Date
Olivier Grisel b966b44585 DOC fix class.rst for Label / Group CV tools 2016-09-12 09:06:44 +02:00
Thierry Guillemot f0862f7af3 [MRG+1] Bayesian Gaussian Mixture (Integration of GSoC2015 -- second step) (#6651)
* Add the new BayesianGaussianMixture class.
Add the test file for the BayesianGaussianMixture.

* Add the use of the cholesky decomposition of the precision matrix.

* Fix some bugs.

* Modification of GaussianMixture class.

The purpose here is to prepare the integration of BayesianGaussianMixture.

* Fix comments.

* Modification of the Docstring.

* Add license and author.

* Fix pb typo of eq 10.64 and 10.62.

* Correct VBGMM bugs.

* Fix full version.

* Fix the precision normalisation pb.

* Fix all cov_type algo for BayesianGaussianMixture.

* Optimisation of spherical and diag computation.

* Code simplification.

* Check the Gaussian Mixture tests are ok.

* Add test.

* Add new tests for BayesianGaussianMixture and GaussianMixture.

* Add the bayesian_gaussian_example and the doc.

* Fix comments.

* Fix review comments and add license and author.

* Fix test compare covar type.

* Fix reviews.

* Fix tests.

* Fix review comments.

* Correct reviews.

* Fix travis pb.

* Fix circleci pb.

* Fix review comments.

* Fix typo.

* Fix comments.

Add reg_covar and what's new.

* Fix comments.

* Fix comments.

* [ci skip] Correct legend.
2016-08-30 19:02:30 +02:00
Yen a7d748b1de Rename `TimeSeriesCV` to `TimeSeriesSplit` (#7245)
* rename TimeSeriesCV to TimeSeriesSplit

* Add TimeSeriesSplit

* Add whats new
2016-08-26 12:34:33 +10:00
Naoya Kanai 5bddfdb34b add load_breast_cancer to API reference (#7149) 2016-08-05 19:35:28 +02:00
Vikram 4c32aa2cc1 update for issue #6523 (add logistic_regression_path to classes.rst (#6970)
* update for issue #6523 (add logistic_regression_path to classes.rst

* Clarifies statement about no warm-start and no speedup with liblinear
2016-07-13 23:26:21 +02:00
Thierry Guillemot 1f86b1da94 [MRG] ENH Add Calinsky-Harabaz and Fowkes-Mallows clustering metrics (#6823)
Based on the code of A. Fouchet in PR#4301.
2016-06-17 00:01:19 +10:00
Thierry Guillemot 234dc6dd3a Change GMM -> GaussianMixture. (#6886) 2016-06-13 15:26:09 +02:00
hlin117 b13acb1115 and related minor documentation fixes 2016-05-26 12:47:21 +10:00
David Warshaw e6bb6b877c Removed redundant Classification metrics entry: metrics.brier_score_loss. 2016-04-12 16:08:45 -04:00
Maniteja Nandana 29ee54a586 Meta estimator for multi output classification 2016-04-01 07:18:59 +05:30
Tim Head 07cede74ca Multitarget regression meta estimator
Register OneVsRestRegressor as meta estimator

Rename to a more sensible name

Parallel predict and sparse support

Started MultiOutput documentation

Move code to new file multioutput.py

Continuing the move to new multioutput module

Added sample weight support

Better test for sample weights and actually support weights

Added a new test using weighted vs repeated samples to
test sample weight support. Uncovered that weights
were not actually passed on to underlying estimator.

Comment on multiprocess overheads

Move parallel_helper to utils.fixes

This helper works around a python2 limitation on pickling
instance methods

Example of multi-output regression with gradient boosting

Switch to uniform weighted score and updated example

The example now uses a RF with and without the MultiOutput
meta estimator

Added note for removing `score` method

Addressing comments on MultiOutputRegressor

MultiOutputregressor better test for weighted samples

Fix ups

Use explicit keyword argument for passing sample weights and
fix random_state on train-test split in the example
2016-03-10 16:06:08 -05:00
MechCoder 7e79adca9d Huber regressor
Add gradient calculation in _huber_loss_and_gradient

Add tests to check the correctness of the loss and gradient

Fix for old scipy

Add parameter sigma for robust linear regression

Add gradient formula to robust _huber_loss_and_gradient

Add fit_intercept option and fix tests

Add docs to HuberRegressor and the helper functions

Add example demonstrating ridge_regression vs huber_regression

Add sample_weight implementation

Add scaling invariant huber test

Remove exp and add bounds to fmin_l_bfgs_b

Add sparse data support

Add more tests and refactoring of code

Add narrative docs

review huber regressor

Minor additions to docs and tests

Minor fixes that deals with dealing with NaN values in targets
and old verions of SciPy and NumPy

Add HuberRegressor to robust estimator

Refactored computation of gradient and make docs render properly

Temp

Remove float64 dtype conversion

trivial optimizations and add a note about R

Remove sample_weights special_casing

address @amueller comments
2016-02-25 16:31:08 -05:00
Nikolay Mayorov 835102ab6a API: Split mutual_info into _regression and _classif 2016-01-22 00:27:15 +05:00
Nikolay Mayorov 54c078311e DOC: Documentation update related to mutual_info 2016-01-22 00:27:15 +05:00
Ramana.S fc7192a951 Add missing pairwise metrics to classes.rst 2016-01-07 17:13:10 -05:00
Bhargav Mangipudi ee53e5241c DOC - neural network module only links to unsupervised, not supervised docs 2015-11-03 07:21:36 -06:00
Raghav R V f67e911124 DOC Modify documentation/examples for the new model_selection module 2015-10-29 16:49:23 +01:00
Gilles Louppe 5c8855d0fc Merge pull request #4163 from ngoix/iforest
[MRG + 1] Isolation forest - new anomaly detection algo
2015-10-24 19:53:55 +02:00
ngoix a75eb63194 iforest
example + benchmark

explanation

make some private functions + fix public API

IForest using BaseForest base class for trees

debug + plot_iforest

classic anomaly detection datasets and benchmark

small modif

BaseBagging inheritance

shuffle dataset before benchmarking

BaseBagging inheritance

remove class label 4 from shuttle dataset

pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function

add tests

remove comments

fetching kddcup99 and shuttle datasets

fetching kddcup99 and shuttle datasets

pep8

fetching kddcup99 and shuttle datasets

pep8

new files iforest.py and test_iforest.py

sc

alternative to pandas (but very slow)
in kddcup99.py

faster parser

sc

pep8 + cleanup + simplification

example outlier detection

clean and correct

idem

random_state added

percent10=True in benchmark

mc

remove shuttle + minor changes

sc

undo modif on forest.py and recompile cython on _tree.c

fix travis

cosmit

change bagging to fix travis

Revert "change bagging to fix travis"

This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35.

add max_samples_ in BaseBagging.fit to fix travis

mc

API : don't add fit param but use a private _fit + update tests + examples to avoid warning

adapt to the new structure of _tree.pyx

cosmit

add performance test for iforest

add _tree.c _utils.c _criterion.c

TST : pass on tests

remove test

relax roc-auc to fix AppVeyor

add test on toy samples

Handle depth averaging at python level

plot example: rm html add png

load_kddcup99 -> fetch_kddcup99 + doc

Take into account arjoly comments

sh -> shuffle

add decision_path code from #5487 to bench

Take into account arjoly comments

Revert "add decision_path code from #5487 to bench"

This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e.

fix bug with max_samples != int
2015-10-24 15:17:32 +02:00
Andreas Mueller 3891af8d99 iterate, improve. Nesterov's momentum. 2015-10-21 14:43:38 -04:00
Issam Laradji 587315e3a9 (WIP) Added Multi-layer perceptron (MLP)
Seeking to finalize MLP
2015-10-21 14:41:40 -04:00
Raghav R V e3afc0e8c9 MAINT move custom error/warning classes into sklearn.exceptions
ENH NonBLASDotWarning -> EfficiencyWarning; Improve error message
DOC Add exceptions module to modules/classes.rst
MAINT Move ConvergenceWarning, UndefinedMetricWarning et al into exceptions
MAINT Remove ChangedBehaviorWarning from base
DOC/FIX Improve DataConversionWarning's docstring
2015-10-19 22:35:35 +02:00
Jan Hendrik Metzen 1813322d0a DOC Documenting GP kernel API 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen 5c2725b4e0 DOC Cleaning up documenation of legacy GPs 2015-10-19 18:07:13 +02:00
Jan Hendrik Metzen 0de854a8b0 DOC Updated documentation of Gaussian process classifier 2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen 955aa60571 DOC Adding documentation on Matern kernel 2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen d26c355374 DOC Adding documentation for GP kernels 2015-10-19 18:07:11 +02:00
Clyde-fare a60152655b Added laplacian kernel
A variant of the rbf kernel that uses the L1 norm.
Updated docs and kernel references.
2015-10-14 13:56:57 -04:00
MechCoder 2ee718cc75 Add narrative docs and fix examples 2015-10-05 11:25:06 -04:00
Vinayak Mehta 679936f6bc MAINT Deprecate LDA/QDA in favor of expanded names
The LDA accronym for Linear Discriminant Analysis is ambiguous
because of the newly introduced Latent Dirichlet Allocation model.

We therefore deprecate the sklearn.lda.LDA and sklearn.lda.QDA
in favor of explicit names.
2015-09-11 15:32:11 +02:00
Gilles Louppe cf7bc7b035 ENH: rename to LabelKFold
COSMIT: doc, pep8, etc

Refactor code
2015-09-07 09:56:19 +02:00
Jean Kossaifi 6eb4028519 Added subject independent KFold
Changed SubjectIndependentKFold to DisjointGroupKFold

cosmetic changes  test (fix seed correctly, use assert_equal for
meaningful error messages)

Changed name to DisjointLabelKFold

Added example of use

FIX: whitespace related doctest failure

FIX: Python 2.6 requires the field numbers in print

FIX: change docstring to comment in test function

DOC: moved docstring from function to class

FIX: added call to parent class

FIX: error in calling the parent

DOC: fixed doctest

FIX: doctest

Cosmetic changes (minor refactoring)

Optimised code (use np.bincount)

Cosmetic: use samples instead of weight for clarity

Minor fix: removed shuffle parameter

Cosmetic

Use mergesort instead of quicksort for reproducibility.

Changed variable name 'y' to 'label'.

Added test for degenerate case where n_folds > n_labels.

Documented the requirement n_labels > n_folds.

DOC: improved description + added see also sections.

Fixed dtype of temporary arrays.

Improved test: check that one label is not in both test and training.

Added documentation for DisjoinLabelKFold.
2015-09-07 09:53:58 +02:00
Gilles Louppe 337a6ba1b3 DOC: add cross_validation.LabelShuffleSplit to classes.rst 2015-08-30 12:05:15 +02:00
Lars a6c6e732c5 Merge pull request #3659 from chyikwei/onlineldavb
ENH Latent Dirichlet Allocation (LDA) with online variational Bayes
2015-08-09 19:13:01 +02:00
Andreas Mueller 9d14f7352e ENH: Renames CallableTransformer -> FunctionTransformer.
Makes `pass_y` an argument to FunctionTransformer to indicate that the
labels should be passed to the wrapped function.
2015-08-03 11:45:16 -04:00
Joe Jevnik cb0916c440 ENH: Adds CallableTransformer
CallableTransformer allows a user to convert a standard python callable
into a transformer for use in a Pipeline.
2015-08-03 11:45:16 -04:00
TomDLT 81de81a01a ENH implement LYRL2004 train/test split of rcv1 2015-07-16 19:21:24 +02:00
Thomas Unterthiner 0e5db844c6 Add missing scalers to classes.rst 2015-07-02 11:33:47 +02:00
Joel Nothman 99d08b571e DOC organise documentation hierarchy / table of contents 2015-06-12 08:09:41 +10:00
Andreas Mueller 2c79a987c2 Merge pull request #4431 from vortex-ape/deprecate_func
[MRG + 2] Deprecates load_lfw_pairs and load_lfw_people
2015-06-01 11:46:25 -04:00
Olivier Grisel 549ecaefe2 DOC various fixes in whats_new.rst
- add missing class link for VotingClassifier
- document the new RobustScaler
- fix some author links
- fix some 80 columns violations
2015-05-27 14:37:42 +02:00
Chyi-Kwei Yau 6826e133bf add LDA to classes.rst 2015-05-25 23:52:26 -04:00
Andreas Mueller 669a4ea853 ENH add high-level estimator-validation function 2015-04-28 16:46:13 -04:00
Arnaud Joly c5358caab2 ENH add ranking_loss multilabel ranking metric 2015-04-24 10:23:43 +02:00
Vinayak Mehta ce5fada305 Deprecated load_lfw_pairs and load_lfw_people
Added deprecated decorator

Added import statement

Added tests

Added newline

Ignored deprecation warnings

Renamed tests for fetch_lfw_

Added imports for load_lfw_
2015-04-10 15:15:40 +05:30
Andreas Mueller 59efcb554f DOC/MAINT remove deleted cluster.Ward from references. 2015-03-25 20:20:53 -04:00
Jan Hendrik Metzen c340f1f0b0 DOC Narrative doc for the calibration module 2015-02-20 19:37:11 +01:00
Andreas Mueller 0c5b0f7f77 add PredefinedSplit to classes.rst and whats_new.rst 2015-01-21 17:05:24 -05:00
Mathieu Blondel bdacaba7c2 Kernelized ridge regression -> Kernel ridge regression 2015-01-21 11:50:54 +09:00
Jan Hendrik Metzen 9046a38616 DOC Added kernel_ridge to classes.rst 2015-01-18 10:47:09 +01:00