[SciPy-User] [ANN] scikit.statsmodels 0.2.0 release

Bruce Southey bsouthey@gmail....
Fri Feb 19 09:42:14 CST 2010


On 02/18/2010 06:04 PM, Gael Varoquaux wrote:
> On Thu, Feb 18, 2010 at 06:59:14PM -0500, josef.pktd@gmail.com wrote:
>    
>> but I haven't seen anything yet that would be BSD compatible.
>>      
> We actually have some code in the lab. It is based on proximal iterations,
> or dual optimisation. We are going to release some of it as BSD pretty
> soon. I believe we will also implement a path algorithm, but I am not
> sure whether it will be a lars or the new Friedman toy.
>
>    
>> I think lars is not too difficult, that's one of the reason I have it
>> in mind, and I have seen some applications in econometrics where the
>> forecasting performance of lars in combination with PCA was the best
>> but not lars alone.
>>      
> I have implemented a lars (not releasing it, as it is buggy). There are a
> few difficulties that are not outlined in the article :). I am willing to
> work with you on the lars (mostly by dumping the code to you, with the
> comments pointing to the problems). But I would advice you to wait a
> month, as we have a working sessions planned exactly for pushing code
> that solves these problems in scikit.learn.
>
> Gaël
> _______________________________________________
>    
That would be great!

I really do think that the scikits learn and statsmodels must talk 
together now that learn has had a release as well ( I don't recall 
seeing it mentioned hint hint!). What would be nice is the acceptance of 
input data types between learn and statsmodels especially for things 
like logistic regression. While I understand the need for duplicate 
functions, it may be desirable share at least code since both code bases 
are still relatively 'new'.

Bruce


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