'CDRegressor' object has no attribute 'kernel' about lightning HOT 2 CLOSED

Fixed, thanks for the bug report.

Please give me some feed back about the warm_start option. I haven't tested it much.

from lightning.

Hi Mathieu,

thanks for fixing so fast - I just wanted to work on it at the airport.
I looked into lightning because I found the LASSO in scikit-learn quite
slow (esp. compared to liblinear with l1 penalty).
Lightning's CDRegressor is (at least) an order of magnitude faster than
sklearn's LASSO on my benchmarks (~15K n_samples and 5K n_features - sparse

• density ~ 20%).

One thing I noticed: in sklearn, warm_start=True gives hardly a performance
increase for subsequent alpha's (computing largest to smallest). For
lightning the saving is considerable (for a 25 point path ~ 70% is spent on
the first and 30% on the other 24).

Great work on that! I really need to read-up on coordinate descent
algorithms - I don't trust sklearn's SGDRegressor too much ;)

best,
Peter

2014-04-04 10:15 GMT-04:00 Mathieu Blondel [email protected]:

Fixed, thanks for the bug report.

Please give me some feed back about the warm_start option. I haven't
tested it much.

Reply to this email directly or view it on GitHubhttps://github.com/mblondel/lightning/issues/9#issuecomment-39569165
.

Peter Prettenhofer

from lightning.