[pymvpa] New Elastic Net classifier

Per B. Sederberg persed at princeton.edu
Wed Feb 4 17:52:35 UTC 2009


That's not annoying, that's cool!  Thanks for making the changes.  As
I get more familiar with the classifier I'll write it up in more
detail in the docs.

Best,
P

On Wed, Feb 4, 2009 at 12:46 PM, Yaroslav Halchenko
<debian at onerussian.com> wrote:
> sorry to be annoying, but we also have way to provide references in our
> manual, hyperlinked from the docstrings as well... I've pushed that
> change for Per's enet in
> 41217cab8551f19ab7438b65e95605dbd5a2f748
>
> On Wed, 04 Feb 2009, Yaroslav Halchenko wrote:
>
>> BTW -- I would like to encourage people insert such useful references
>> directly into our bib/pymvpa.bib in the repository.
>
>> I've done that for the
>> http://www.ncbi.nlm.nih.gov/pubmed/18793733
>> paper
>
>> will add original papers as well in a sec
>
>> On Tue, 03 Feb 2009, Per B. Sederberg wrote:
>
>> > Hi Folks:
>
>> > I just wanted to let you know that I just added in a new
>> > regression-based classifier to PyMVPA that I think is going to be very
>> > effective: the elastic net (ENET).  It's a variant on least angle
>> > regression (LARS), but it has both L1 and L2 priors so that it
>> > sparsifies the features AND keeps redundant features, which helps with
>> > both generalizability and with sensitivity analysis.
>
>> > As with LARS, I simply wrapped the R code written by the authors of
>> > this manuscript:
>
>> >     Zou and Hastie (2005) 'Regularization and Variable Selection via
>> >     the Elastic Net' Journal of the Royal Statistical Society, Series
>> >     B, 67, 301-320.
> --
> Yaroslav Halchenko
> Research Assistant, Psychology Department, Rutgers-Newark
> Student  Ph.D. @ CS Dept. NJIT
> Office: (973) 353-1412 | FWD: 82823 | Fax: (973) 353-1171
>        101 Warren Str, Smith Hall, Rm 4-105, Newark NJ 07102
> WWW:     http://www.linkedin.com/in/yarik
>
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