glmnet work - #7

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madrury wants to merge 80 commits into

Commits on Jun 13, 2014

Basic functionality for ElasticNet and LogNet.
madrury
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7365ef0

Commits on Jun 14, 2014

Documentation strings.
madrury
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589ffb4
Added __str__ method. Added small example of use.
madrury
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a3d5e22

Commits on Jun 15, 2014

Cleaned up plot_path a bit.
madrury
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54ca103
Structured as package.
madrury
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06d242e
Deviance calculations.
madrury
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53b59d8

Commits on Jun 17, 2014

Refactoring. Move common functionality to glmnet.
madrury
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85fddfc
Improved error checking in _validate_inputs.
madrury
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0a61d8e
First attempt at cross validation.
madrury
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a107067

Commits on Jun 18, 2014

More cv work.
madrury
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e303ccf

Commits on Jun 22, 2014

Replaced fortran code with up to date version.
madrury
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72316bc
Refactoring to give .fit a more sensible signature.
madrury
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2034172
Weights in elastic_net deviance.
madrury
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9783a57

Commits on Jun 23, 2014

Update cross validation to take advantage of new fit signature.
madrury
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5893cbe

Commits on Jun 27, 2014

Add weighted cross validation.
madrury
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92f453c

Commits on Jun 28, 2014

Normalize by weights in deviance.
madrury
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15b54bc
Better cross validation strategy.
madrury
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8b2e3f4

Commits on Jun 29, 2014

Made examples directory.
madrury
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ab1dd66
Plot cross validation deviance estimate.
madrury
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d847d58
Example plots.
madrury
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f708c54

Commits on Jun 30, 2014

Elasitc net max lambda with weights.
madrury
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38ce8f2

Commits on Jul 3, 2014

Fix bug in LogisticNet.
madrury
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91c7900
LogisticNet example.
madrury
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54d7de0
Max lambda calculation for logistic net.
madrury
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4fbc931
Example logistic cross validation.
madrury
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f393c56
Clean up elastic net cv example.
madrury
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0caf11e
Remove print statment from cv_glmnet.
madrury
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df543da

Commits on Jul 4, 2014

Name change: plot_path -> plot_paths
madrury
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4da6888
New README.
madrury
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a5cd6ea
Debugging readme...
madrury
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d785ba7
Messing with the images.
madrury
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0290acd
Fixed a link.
madrury
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1752fd0

Commits on Jul 8, 2014

Add elastic net support for sparse matricies.
madrury
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906fbf6

Commits on Jul 9, 2014

Sparse matrix suppot for Logistic Net.
madrury
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c82178b
Add predict method to cv_glmnet.
madrury
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4ba6cbc
Update README
madrury
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a6f74fd

Commits on Nov 25, 2014

Added support for a couple of corner cases in LASSO regression.
AlexeyG
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794a337

Commits on Nov 26, 2014

A better (corrext?) fix?
AlexeyG
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4407e8a

Commits on Nov 29, 2014

Commits on Nov 30, 2014

Improved validation for box constraints.
madrury
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95638c4
Add tests for data validators.
madrury
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05f6e7e
Improve validate_weights.
madrury
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84f943c
Improve validate_excl_preds:
madrury
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e87b194
Improve validate_box_constraints.
madrury
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bee863e
Add examples of correct use in validate method tests.
madrury
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518204a
Change coefficients to _coefficients.
madrury
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622a021
Add col_names attribute to ElasticNet.
madrury
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065e12a
Add get_coefficient methods to ElasticNet.
madrury
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2bf9964
Add describe method to ElasticNet.
madrury
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37ca803
Fix small bug in last commit.
madrury
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3e33acc

Commits on Dec 1, 2014

Clean up LogisticNet a bit.
madrury
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ff48161
Remove dependence on sklearn.standardize in enet.
madrury
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8d8ee55
First tests on LogisticNet.
madrury
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6cdcc1a
Add test of ridge regression case.
madrury
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4786718

Commits on Dec 2, 2014

Refactor describe method.
madrury
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8f30a3a
Merging changes from madrury.
AlexeyG
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87b7295
Fixing a typo
AlexeyG
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5fd7d57

Commits on Dec 3, 2014

Merge pull request #1 from AlexeyG/master
madrury
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beb7550
Fix spelling of _coefficients.
madrury
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9accd12
Add constant colum fix in a few other places.
madrury
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6e6460e
Add check for non-zero relative penalty.
madrury
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509e092
Add test case for zero rel_penalties.
madrury
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dd07c8f
Add tests for edge cases:
madrury
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2ed4f18
Increase data volume for more stable tests.
madrury
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598762b

Commits on Dec 4, 2014

Update README.
madrury
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df1b15e

Commits on Dec 7, 2014

Cleaned up max_lambda calc in ElasticNet.
madrury
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cf4d55f
Add check for weights in LogisticNet.
madrury
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5b34b61
Remove print statements in test_elastic_net.
madrury
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b645253
Work on cv_glmnet
madrury
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bed954d

Commits on Dec 14, 2014

Allow passing an existing kfold object when creating a new CVGlmNet.
nenorbot
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2eecdbc
Merge pull request #2 from nenorbot/master
madrury
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48e6a29

Commits on Dec 15, 2014

Fold generators are now objects.
madrury
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733a5f4
Fitting of full model in parallel with cvs.
madrury
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b59c08a
Refactor cv_glmnet a little.
madrury
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32eb9aa

Commits on Dec 18, 2014

Remove unused glmnet._clone
madrury
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fb397a6
Improve handling of optional dependencies.
madrury
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e22ad5c