[pymvpa] New Elastic Net classifier

[Michael Hanke]

On Tue, Feb 24, 2009 at 07:40:03PM +0100, Michael Hanke wrote:
> On Tue, Feb 24, 2009 at 01:35:03PM -0500, Per B. Sederberg wrote:
> Memory seems to be fine -- between 15 and 25% of the 12 Gigs.
> 
> > Can you try performing an easy feature selection of say 5-10K
> > features, first?  One to try might be the new feature stability
> > measure I added that looks for the most stable features across runs
> > for each label (different from ANOVA):
> > 
> > stab_enet = FeatureSelectionClassifier(
> >     ENET(lm=1.0,max_steps=500,trace=False,normalize=False),
> >     SensitivityBasedFeatureSelection(
> >     CorrStability(),
> >     FixedNElementTailSelector(5000,mode='select',tail='upper')),
> >     descr="ENET on 5K best(CorrStability) features")
> 
> Thanks for the code -- will try it now.

That was a lot quicker -- although performs is chance (52%), whenever
SMLR got 62% (lm=0.001) and even plain LinearCSVMC got 59%. Although
alltogether that is probably also chance ;-)

Will play a bit more.

Thanks anyway,

Michael

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