Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-08 Thread Phil Steitz
> From: gil...@harfang.homelinux.org >> To: dev@commons.apache.org >> Subject: Re: [math] Logistic, Probit regerssion and Tolerance checks >> >> On Sat, Sep 08, 2012 at 10:50:29AM +0300, marios michaelidis wrote: >>> Hi everyone, >>> I will start with the tolera

RE: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-08 Thread marios michaelidis
th] Logistic, Probit regerssion and Tolerance checks > > On Sat, Sep 08, 2012 at 10:50:29AM +0300, marios michaelidis wrote: > > > > Hi everyone, > > I will start with the tolerance and Vif checks, because it is smaller and I > > want to get familiar with th

Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-08 Thread Gilles Sadowski
tests that cover all functionalities? Do they pass? Best regards, Gilles > Regards > Marios > > From: ted.dunn...@gmail.com > > Date: Fri, 7 Sep 2012 16:09:34 -0700 > > Subject: Re: [math] Logistic, Probit regerssion and Tolerance checks > > To: dev@commons.

RE: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-08 Thread marios michaelidis
kages to determine variables that cause multi-colinearity issues and should be excluded from the models" Shall I just upload the class? What else do I need to do? Regards Marios > From: ted.dunn...@gmail.com > Date: Fri, 7 Sep 2012 16:09:34 -0700 > Subject: Re: [math] Logistic, Pr

Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread Ted Dunning
On Fri, Sep 7, 2012 at 4:06 PM, Phil Steitz wrote: > On 9/7/12 3:28 PM, Ted Dunning wrote: > >> Patches welcome! > >> > > Would normally love to, but I can't do more than kibitz based on other > > implementations I have done. > > > OK, lets start with what Marios has and see where we can take it.

Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread Phil Steitz
On 9/7/12 3:28 PM, Ted Dunning wrote: > On Fri, Sep 7, 2012 at 3:24 PM, Phil Steitz wrote: > >>> It might be interesting to think for a moment how easy it would be to >>> support generalized linear regression in this same package. Small >> changes >>> to the loss function in the optimization shou

Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread Ted Dunning
On Fri, Sep 7, 2012 at 3:24 PM, Phil Steitz wrote: > > It might be interesting to think for a moment how easy it would be to > > support generalized linear regression in this same package. Small > changes > > to the loss function in the optimization should allow you to have not > just > > logist

Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread Phil Steitz
On 9/7/12 2:22 PM, Ted Dunning wrote: > This is great. > > A very useful feature would be to allow basic L_1 and L_2 regularization. > > This makes it much easier to avoid problems with separable problems. > > It might be interesting to think for a moment how easy it would be to > support generaliz

Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread Ted Dunning
This is great. A very useful feature would be to allow basic L_1 and L_2 regularization. This makes it much easier to avoid problems with separable problems. It might be interesting to think for a moment how easy it would be to support generalized linear regression in this same package. Small c

Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread Phil Steitz
that clustering is really any different, but it makes sense to find > logistic "regerssion" in the a package named as such. > Regards > Marios > >> Date: Fri, 7 Sep 2012 17:48:12 +0200 >> From: gil...@harfang.homelinux.org >> To: dev@commons.apache.org

RE: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread marios michaelidis
e: Fri, 7 Sep 2012 17:48:12 +0200 > From: gil...@harfang.homelinux.org > To: dev@commons.apache.org > Subject: Re: [math] Logistic, Probit regerssion and Tolerance checks > > Hi. > > > > > My name is Marios and I have very good > > academic background as

Re: [math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread Gilles Sadowski
Hi. > > My name is Marios and I have very good > academic background as well as I have worked as modeling analyst in big > projects thus I have experience with prediction and optimization algorithms. > Welcome to Commons Math's forum. > > Recently (before 5 months) , I started > learning JAV

[math] Logistic, Probit regerssion and Tolerance checks

2012-09-07 Thread marios michaelidis
Hi, My name is Marios and I have very good academic background as well as I have worked as modeling analyst in big projects thus I have experience with prediction and optimization algorithms. Recently (before 5 months) , I started learning JAVA and I have made my life much more simple by u