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 …

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 …

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 …

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 …

My latest contribution for scikit-learn is
an implementation of the isotonic regression model that I coded with
Nelle Varoquaux and
Alexandre Gramfort. This model
finds the best least squares fit to a set of points, given the
constraint that the fit must be a non-decreasing
function. The example
on the …

This tutorial introduces the concept of pairwise preference used in most ranking problems. I'll use scikit-learn and for learning and matplotlib for visualization.

In the ranking setting, training data consists of lists of items with some order specified between items in each list. This order is typically induced by giving …

As a warm-up for the upcoming EuroScipy-conference, some of the
scikit-learn developers decided to gather and work together for a
couple of days. Today was the first day and there was only a handfull of
us, as the real kickoff is expected tomorrow. Some interesting coding
happened, although most of …

Ridge coefficients for multiple values of the regularization parameter
can be elegantly computed by updating the *thin* SVD decomposition of
the design matrix:

import numpy as np
from scipy import linalg
def ridge(A, b, alphas):
"""
Return coefficients for regularized least squares
min ||A x - b||^2 + alpha ||x||^2 …

I've been working lately with Alexandre Gramfort coding the LARS
algorithm in scikits.learn. This algorithm computes the solution to
several general linear models used in machine learning: LAR, Lasso,
Elasticnet and Forward Stagewise. Unlike the implementation by
coordinate descent, the LARS algorithm gives the full coefficient path
along the …