[pymvpa] New Elastic Net classifier

[Michael Hanke]

Hi Per,

On Wed, Feb 04, 2009 at 08:33:49AM +0100, Michael Hanke wrote:
> On Tue, Feb 03, 2009 at 10:52:03PM -0500, 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.
> 
> Sounds great -- I will take a look if it is friendly to my datasets ;-)

Started playing (or intended to). I started a simple cross-validation
(5-fold) on a 80000-feature dataset (not much useful signal in it). I
was curious to see how ENET performs. However, I started it on Monday
and it is still not done. What is the perceived speed of the R
implementation in comparison to other classifiers?


Cheers,

Michael


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