[pymvpa] _clf_internals question

[Per B. Sederberg]

On Sat, Apr 25, 2009 at 8:13 AM, Michael Hanke <michael.hanke at gmail.com> wrote:
> Hi Per,
>
> On Sat, Apr 25, 2009 at 07:25:33AM -0400, Per B. Sederberg wrote:
>> Howdy folks:
>>
>> As you might have seen, I recently added preliminary support for the
>> GLMNET regression/classification algorithm as seen in the following
>> paper:
>>
>> http://www-stat.stanford.edu/~hastie/Papers/glmnet.pdf
>
> Thanks for adding this one.
>

No probs, it looks to be a great algorithm for our needs.

>> In refining the implementation (which is wrapping the R code from the
>> authors) I've run into a minor issue that I'm not sure how to resolve.
>>  Depending on how you parameterize the algorithm, it can either
>> perform a multinomial logistic regression style classification (and
>> hence would want the 'multiclass' internal, and possibly 'binary',
>> too) or a simple gaussian regression that is meant for continuous data
>> (and hence would want the 'regression' internal set.)
>>
>> Should I make two other instances of the class, similar to what is
>> done for SVMs, that separate this out: i.e., a GLMNET_Reg and
>> GLMNET_Class for regression and classification?
>
> This seems to be the easiest way.
>

Coolio.  I'll give it a whirl.

>> That way I can add them to the warehouse and have them take part in
>> the unittest battery.  Speaking of unittests, is adding this
>> classifier to the warehouse all that is needed to get basic unittests
>> running on it?
>
> Yes, that should be it.
>

Word!  I'll do all the above and commit some other minor mods to it soon.

Best,
Per




>
> Cheers,
>
> Michael
>
> --
> GPG key:  1024D/3144BE0F Michael Hanke
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