Closed pprett closed 10 years ago
Fixed, thanks for the bug report.
Please give me some feed back about the warm_start option. I haven't tested it much.
Hi Mathieu,
thanks for fixing so fast - I just wanted to work on it at the airport. I looked into lightning because I found the LASSO in scikit-learn quite slow (esp. compared to liblinear with l1 penalty). Lightning's CDRegressor is (at least) an order of magnitude faster than sklearn's LASSO on my benchmarks (~15K n_samples and 5K n_features - sparse
One thing I noticed: in sklearn, warm_start=True gives hardly a performance increase for subsequent alpha's (computing largest to smallest). For lightning the saving is considerable (for a 25 point path ~ 70% is spent on the first and 30% on the other 24).
Great work on that! I really need to read-up on coordinate descent algorithms - I don't trust sklearn's SGDRegressor too much ;)
best, Peter
2014-04-04 10:15 GMT-04:00 Mathieu Blondel notifications@github.com:
Fixed, thanks for the bug report.
Please give me some feed back about the warm_start option. I haven't tested it much.
Reply to this email directly or view it on GitHubhttps://github.com/mblondel/lightning/issues/9#issuecomment-39569165 .
Peter Prettenhofer
This popped up when I ran a
CDRegressor(warm_start=True, permute=True, penalty="l1")
::