[pymvpa] _clf_internals question

[Yaroslav Halchenko]

actually GLMNET_R was failing on unittests for me, so I fixed it up  --
has to do with some mess about regression vs classification... also I
looked briefly at R's source code -- it seems there is no non-invasive
way to make it silent and to don't spit out convergence
warnings, right?

On Sat, 25 Apr 2009, Per B. Sederberg wrote:

> Howdy Everybody:

> I've now committed GLMNET_Reg and GLMNET_Class to my branch.  They are
> the gaussian regression and multinomial classification versions of
> GLMNET.

> They are also added to the classifier warehouse and pass all tests,
> though there are some convergence warnings on the tiny sample datasets
> (I don't get these with actual data.

> So, have fun!  The alpha parameter controls the L1/L2 norm trade-off.
> Try it with alpha = .1 for a lot of L2, which should help to bring in
> redundant features in typical elastic-net style.

> Just so it doesn't take forever, I like to make this classifier part
> of a FeatureSelection classifier that runs an ANOVA first to get it
> down to around 10K features:
-- 
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