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Commits on Feb 28, 2012
  1. Pep8.

    mblondel committed Feb 28, 2012
  2. coerce sparse matrices to dense before SVD

    ...all ridge tests pass now.
    fcostin committed with mblondel Feb 28, 2012
  3. fixed bug with > 1d y arrays

    fcostin committed with mblondel Feb 28, 2012
  4. faster GCV for Ridge for n_samples > n_features

    GCV sped up by using SVD of X in special cases
    where n_samples > n_features instead of eigen
    decomposition of linear kernel matrix XX^T.
    fcostin committed with mblondel Feb 26, 2012
  5. optimisations to Ridge Regression GCV

    Optimisations follow from noting that we do
    not need to explicitly form the matrix for
    the regularised inverse, we just need to
    compute its action upon the response vector
    y. Similarly, we don't need to compute the
    whole explicit matrix in order to evaluate
    its diagonal, instead just evaluate the
    diagonal entries.
    
    This leads to a large performance increase
    when GCV is applied to training datasets
    with larger numbers of points. E.g. I observe
    a ~ 11x speedup on the UCI Communities and
    Crime dataset even for modest training set
    sizes of 398 examples only (20% of the data).
    fcostin committed with mblondel Feb 23, 2012
Commits on Feb 27, 2012
  1. Merge pull request #654 from GaelVaroquaux/enet_cv

    Add the option to set rho by CV in ElasticNetCV
    agramfort committed Feb 27, 2012
Commits on Feb 26, 2012
  1. FIX : fix ward benchmark

    agramfort committed Feb 26, 2012
  2. DOC: document ElasticNetCV

    GaelVaroquaux committed Feb 26, 2012
Commits on Feb 25, 2012
  1. Faster hierarchical cluster for very dense trees

    On the specific example on which I am working this change went from
    26.11s to 0.86.
    GaelVaroquaux committed Feb 20, 2012
  2. ENH/FIX: in graph shortest path

    Fix doctest and minor simplification
    GaelVaroquaux committed Feb 25, 2012
  3. Revert "ENH: small speedups in coordinate descent"

    This reverts commit d434a39.
    
    Apparently it creates numerical instabilities on some systems.
    GaelVaroquaux committed Feb 25, 2012