[SciPy-User] [ANN] scikit.statsmodels 0.2.0 release
Thu Feb 18 17:23:55 CST 2010
hit the wrong button
On Thu, Feb 18, 2010 at 5:34 PM, <firstname.lastname@example.org> wrote:
> On Thu, Feb 18, 2010 at 5:30 PM, Gael Varoquaux
> <email@example.com> wrote:
>> On Thu, Feb 18, 2010 at 05:24:58PM -0500, David Warde-Farley wrote:
>>> On 16-Feb-10, at 2:14 PM, Skipper Seabold wrote:
>>> > * Added four discrete choice models: Poisson, Probit, Logit, and
>>> > Multinomial Logit.
They are still new, so some problems might still be lurking around.
>>> Awesome. I look forward to trying these out (by the way, do you
>>> support any regularization methods? L2/L1?)
L2 Tychonov style penalization is planned for specific models, eg.
generalized/Bayesian Ridge Regression, Vector Autoregressive
Regression with dummy variable priors and other shrinkage estimators
when there are too many parameters to estimate.
There are no plans for Lasso, although I would like LARS as a
complement to Principal Component Regression, but it's not high on the
>> We'll be adding these to scikit learn pretty soon :). We might use
>> compiled code, for efficiency, or maybe not, we haven't decided yet.
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