kernel comparision in Shogun

[yorkerlin]

@karlnapf reference: http://scikit-learn.org/dev/auto_examples/classification/plot_classifier_comparison.html

[yorkerlin]

For example, we can use different kernels and inference methods.

[yorkerlin]

@karlnapf I think it will be great if we can automatically include examples/cookbooks in Shoung's API doc.

See Examples using sklearn.gaussian_process.GaussianProcessRegressor in sklearn's GPR

http://scikit-learn.org/dev/modules/generated/sklearn.gaussian_process.GaussianProcessRegressor.html#sklearn.gaussian_process.GaussianProcessRegressor

[karlnapf]

Integrating this is exactly the point of the cookbook. So yes, once GSoC is over, we have many more than now and we can do this.

BTW there already is a notebook that compares the classifiers #3019

[yorkerlin]

@karlnapf this issue is for kernel machine only :). For classification in GP, there are many components to choose. eg, kernels, likelihoods (eg, logistic, probit), inference methods.

[karlnapf]

Why would that be different from what we have?

[yorkerlin]

Decision boundary may be different even when training accuracy is the same since we use different kernels/likelihoods/inference methods.

[yorkerlin]

@karlnapf for example, Decision boundary in linear SVM is different from the one in RBF SVM.

reference: http://scikit-learn.org/dev/auto_examples/classification/plot_classifier_comparison.html

[karlnapf]

Maybe we are misunderstanding each other: Such plots are already in that notebook I referenced above. Kernel SVM vs linear SVM vs GP. I don't see a reason to do another comparison for GPs. Why do you wanna do that?

[yorkerlin]

For example, GP using RBF kernel vs GP using linear kernel.

reference: http://people.seas.harvard.edu/~dduvenaud/cookbook/

[yorkerlin]

BTW, only GP with RBF kernel is used in that plots.

[karlnapf]

Well I think this is independent of GPs. What about a cookbook on covariance functions and kernels in Shogun?

[yorkerlin]

https://github.com/yorkerlin/plots-for-GP/blob/master/Untitled1.ipynb

[karlnapf]

Do you maybe want to put that in a new (polished) version and put in a separate notebook?

[yorkerlin]

Add a notebook/cookbook about http://people.seas.harvard.edu/~dduvenaud/cookbook/ using the Shogun's GP.