[pymvpa] _clf_internals question

[Per B. Sederberg]

Indeed, I couldn't prevent non-convergence errors, so some unit tests
fail, but I have had no issue with either classification or regression
on actual data.  Have you?

Latros,
P

On Wed, May 27, 2009 at 2:09 PM, Yaroslav Halchenko
<debian at onerussian.com> wrote:
> 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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