[mlpack-svn] [MLPACK] #298: Enhancement of linear regression library
MLPACK Trac
trac at coffeetalk-1.cc.gatech.edu
Wed Sep 11 16:17:40 EDT 2013
#298: Enhancement of linear regression library
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Reporter: sumedhghaisas | Owner: rcurtin
Type: enhancement | Status: accepted
Priority: major | Milestone: mlpack 1.0.7
Component: mlpack | Resolution:
Keywords: linear_regression | Blocking:
Blocked By: |
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Comment (by rcurtin):
Hello Sumedh,
I apologize again for the slow response. I had a paper deadline yesterday
and was very busy preparing for it...
Which dataset are you referring to for your check for ridge regression?
Also, I think another good test for ridge regression is to make sure that
it solves the problem it was intended to solve: when X^T X isn't
invertible. So we should design some data matrix that has a non-
invertible covariance matrix, and then choose a ridge regression parameter
large enough so that adding to the diagonal is enough to make it
invertible and the regression will be successful. Does that make sense?
--
Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/298#comment:9>
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MLPACK is an intuitive, fast, and scalable C++ machine learning library developed at Georgia Tech.
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