# Hyperparameter optimization with approximate gradient

Category: optimization

#machine learning #hyperparameters #HOAG

**TL;DR:** I describe a method for hyperparameter optimization by gradient descent.

Most machine …

Category: optimization

#machine learning #hyperparameters #HOAG

**TL;DR:** I describe a method for hyperparameter optimization by gradient descent.

Most machine …

Category: misc

#Python #scikit-learn #machine learning #lightning

Announce: first public release of lightning!, a library for large-scale linear classification, regression and ranking in Python. The library was started a couple of years ago by Mathieu Blondel who also contributed the vast majority of source code. I joined recently its development and decided it was about time for …

Category: misc

#Python #scikit-learn #machine learning #lightning

Together with other scikit-learn developers we've created an umbrella organization for scikit-learn-related projects named scikit-learn-contrib. The idea is for this organization to host projects that are deemed too specific or too experimental to be included in the scikit-learn codebase but still offer an API which is compatible with scikit-learn and …

Category: misc

#Python #scikit-learn #machine learning #lightning

Recently I've implemented, together with Arnaud Rachez, the SAGA[^{1}] algorithm in the lightning machine learning library (which by the way, has been recently moved to the new scikit-learn-contrib project). The lightning library uses the same API as scikit-learn but is particularly adapted to online learning. As for the SAGA …

Category: misc

#consistency #machine learning

My latests work (with Francis Bach and Alexandre Gramfort) is on the consistency of ordinal regression methods. It has the wildly imaginative …

Category: misc

#Python #scikit-learn #machine learning #model selection

Cross-validation iterators in scikit-learn are simply generator objects, that is, Python objects that implement the `__iter__`

method and that for each call to this method return (or more precisely, `yield`

) the indices or a boolean mask for the train and test set. Hence, implementing new cross-validation iterators that behave as …

Category: misc

#machine learning #consistency #calibration

TL; DR These are some notes on calibration of surrogate loss functions in the context of machine learning. But mostly it is …

Category: misc

#machine learning #logistic regression #Python #SciPy

In this post I compar several implementations of Logistic Regression. The task was to implement a Logistic Regression model using standard optimization …

Category: misc

#machine learning #ordinal regression #Python #ranking

**TL;DR: I've implemented a logistic ordinal regression or
proportional odds model. Here is the Python code**

The *logistic ordinal regression* model …

Category: misc

#isotonic regression #machine learning #Python #scikit-learn

My latest contribution for scikit-learn is an implementation of the isotonic regression model that I coded with Nelle Varoquaux and Alexandre Gramfort …