[pymvpa] RPy and ENET

[Per B. Sederberg]

Hi Everyone:

I've committed an updated GLMNET to my per/master branch, along with
some tests.  It seems to be working on my end.

Michael and Yarik, there is one very minor change remaining that I
didn't understand how to do.  Can whoever wrote (or knows the inner
workings of) the function externals.exists let me know what to do with
rpy2?  There's some code in there for reporting rpy exceptions and I
don't know what the equivalent is for rpy2.

Tara, given that you wanted to use ENET, you should be able to do the
same with GLMNET by setting the alpha parameter to something less than
1.0.  I've found that picking parameter values for GLMNET is much
easier than for ENET because it's bounded.  You can also try out the
pmax parameter to control the upper bound of features it will keep.
Finally, GLMNET is way cool because you can use it to do both
multinomial classification (GLMNET_C) and regression (GLMNET_R).  The
following paper is definitely worth a read:

    Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization
    Paths for Generalized Linear Models via Coordinate
    Descent. http://www-stat.stanford.edu/~hastie/Papers/glmnet.pdf

Thanks, enjoy, and please let me know if there are any issues you run
into. 

Best,
Per


At Sat, 09 Jan 2010 22:32:20 +0000,
Tara Gilliam wrote:
> 
> > If no one objects, I'll go ahead and implement all this.  Let me know
> > if you have suggestions for other ways I should go about handling this
> > rpy business...
> 
> Hi Per,
> 
> Thanks for looking into this! I'm very busy next week, but after that
> I'd be happy to test out any changes if needed.
> 
> Tara
> 
> 
> >>
> >>> On 12/21/09, Yaroslav Halchenko <debian at onerussian.com> wrote:
> >>>> Hi Tara,
> >>>>
> >>>> Unfortunately switch to (support of) Rpy2 is only in our plans and we
> >>>> haven't touched it at all yet.
> >>>>
> >>>> I will check it out later on today if we could just use
> >>>> rpy-compatibility layer in rpy2 for now... I will update you
> >>>>
> >>>> On Mon, 21 Dec 2009, Tara Gilliam wrote:
> >>>>
> >>>>> Hello,
> >>>>> When I try to import the ENET classifier, I get an dependency error
> >>>>> about rpy being unavailable (PyMVPA version 0.4.3).
> >>>>> I can 'import rpy2', but not 'import rpy' - is it definitely the
> >>>>> original RPy that is required, or will RPy2 also work? The system I
> >>>>> am on is university-administered with RPy2 installed, and rpy does
> >>>>> not work with our current version of R. So if possible I would
> >>>>> prefer not having to install a lot of (unsupported) dependencies for
> >>>>> just this classifier item.
> >>>>> Looking further, the segment of code seems to be this (clfs/enet.py,
> >>>>> lines
> >>>>> 18-22):
> >>>>> # do conditional to be able to build module reference
> >>>>> if externals.exists('rpy', raiseException=True) and \
> >>>>>    externals.exists('elasticnet', raiseException=True):
> >>>>>     import rpy
> >>>>>     rpy.r.library('elasticnet')
> >>>>
> >>>>> From the Rpy2 documentation, there seems to be a sort of Rpy-compatible
> >>>>> mode:
> >>>>> from http://rpy.sourceforge.net/rpy2/doc/html/rpy_classic.html,
> >>>>> allowing
> >>>>> e.g.
> >>>>> import rpy2.rpy_classic as rpy
> >>>>> rpy.r.library('splines')
> >>>>> Do you know of any (e.g. version-specific) issue that would prevent
> >>>>> a local patch to the import statement from working here? Are there
> >>>>> any plans to switch PyMVPA to RPy2?
> >>>>> Many thanks,
> >>>>> Tara
> >>>>
> >>>>> _______________________________________________
> >>>>> Pkg-ExpPsy-PyMVPA mailing list
> >>>>> Pkg-ExpPsy-PyMVPA at lists.alioth.debian.org
> >>>>> http://lists.alioth.debian.org/mailman/listinfo/pkg-exppsy-pymvpa
> >>>>
> >>>> --
> >>>>                                   .-.
> >>>> =------------------------------   /v\  ----------------------------=
> >>>> Keep in touch                    // \\     (yoh@|www.)onerussian.com
> >>>> Yaroslav Halchenko              /(   )\               ICQ#: 60653192
> >>>>                    Linux User    ^^-^^    [175555]
> >>>>
> >>>>
> >>>>
> >>>> _______________________________________________
> >>>> Pkg-ExpPsy-PyMVPA mailing list
> >>>> Pkg-ExpPsy-PyMVPA at lists.alioth.debian.org
> >>>> http://lists.alioth.debian.org/mailman/listinfo/pkg-exppsy-pymvpa
> >>>>
> >>
> 
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