[pymvpa] New Elastic Net classifier
Michael Hanke
michael.hanke at gmail.com
Wed Feb 4 07:33:49 UTC 2009
On Tue, Feb 03, 2009 at 10:52:03PM -0500, Per B. Sederberg wrote:
> Hi Folks:
>
> I just wanted to let you know that I just added in a new
> regression-based classifier to PyMVPA that I think is going to be very
> effective: the elastic net (ENET). It's a variant on least angle
> regression (LARS), but it has both L1 and L2 priors so that it
> sparsifies the features AND keeps redundant features, which helps with
> both generalizability and with sensitivity analysis.
Sounds great -- I will take a look if it is friendly to my datasets ;-)
Thanks,
Michael
--
GPG key: 1024D/3144BE0F Michael Hanke
http://apsy.gse.uni-magdeburg.de/hanke
ICQ: 48230050
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