Short course: Statistical Learning and Data Mining III:
Ten Hot Ideas for Learning from Data
Trevor Hastie and Robert Tibshirani, Stanford University
Danube University
Krems, Austria
25-26 September 2009
This two-day course gives a detailed overview of statistical models for
data mining
ta: N=144, p=16K, 14 class multinomial, 100 values along
lasso path. Time = 30secs
Authors: Jerome Friedman, Trevor Hastie, Rob Tibshirani.
See our paper http://www-stat.stanford.edu/~hastie/Papers/glmnet.pdf for
implementation details,
and comparisons with ot
dvances in Neural Information Processing Systems 15,
MIT Press, Cambridge, MA, pp. 649-656.
---
Trevor Hastie has...@stanford.edu
Professor, Department of Statistics, Stanford University
Phone:
am running:
This is GNU Emacs 22.2.50.1 (i386-apple-darwin9.4.0, Carbon Version 1.6.0)
of 2008-07-17 on seijiz.local
-----------
Trevor Hastie has...@stanford.edu
Professor, Department of Statistics, Stan
ith > 99% zeros in X matrix),
glmnet takes less than two minutes to fit the entire regularization
path on a grid of 100 values of the
reg. parameter lambda. For a 14-class gene expression dataset (144
obs, 16K vars, not sparse), it takes 15 seconds
to fit the path at 100 values of
ular,
earth works as a regression method for fda() and mda().
Trevor Hastie
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Short course: Statistical Learning and Data Mining III:
Ten Hot Ideas for Learning from Data
Trevor Hastie and Robert Tibshirani, Stanford University
Danube University
Krems, Austria
25-26 September 2009
This two-day course gives a detailed overview of statistical models for
data mining
Trevor Hastie
Begin forwarded message:
> From: "Trevor Hastie"
> Subject: gam --- a new contributed package
> Date: August 6, 2004 10:35:36 AM PDT
> To:
>
> I have contributed a "gam" library to CRAN,
> which implements "Generalized Additive Mod
l argument
type.multinomial=c("ungrouped","grouped")
For the grouped cases, again a group lasso penalty is used on the set of class
coefficients
for a predictor.
Trevor Hastie
--------
T
, the settings persist for the
session.
glmnet.control has a useful factory=TRUE argument, which will reset the
"factory" defaults.
* a memory bug in coxnet has been fixed.
Trevor Hastie
----
Tre
ong
lasso path. Time = 30secs
Authors: Jerome Friedman, Trevor Hastie, Rob Tibshirani and Noah Simon
References:
Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization
Paths for Generalized Linear Models via Coordinate Descent
http://www.stanford.edu/~hastie/Pape
ctures and uses warm starts.
Some of the methods used are described in
Rahul Mazumder, Trevor Hastie and Rob Tibshirani:
Spectral Regularization Algorithms for Learning Large Incomplete Matrices.
JMLR 2010 11 2287-2322
Other newer and more efficient methods that inter-weave the alternating bl
Trevor Hastie has...@stanford.edu
Professor, Department of Statistics, Stanford University
Phone: (650) 725-2231 Fax: (650) 725-8977
URL: http://www.stanford.edu/~hastie
address
ourse webpage http://statlearning.class.stanford.edu/ to
enroll and for for further details.
----
Trevor Hastie has...@stanford.edu
Professor, Department of Statistics, Sta
Short course: Statistical Learning and Data Mining III:
Ten Hot Ideas for Learning from Data
Trevor Hastie and Robert Tibshirani, Stanford University
Georgetown University Conference Center
Washington DC,
October 11-12, 2010.
This two-day course gives a detailed overview of statistical
peed trials:
Newsgroup data: N=11,000, p= 0.75 Million, two class logistic. 100 values along
lasso path. Time = 2mins
14 Class cancer data: N=144, p=16K, 14 class multinomial, 100 values along
lasso path. Time = 30secs
Authors: Jerome Friedman, Trevor Hastie, Rob Tibshirani.
See our paper http:/
.glmnet, which is now renamed to
type.measure. In both cases, abbreviations work.
---
Trevor Hastie has...@stanford.edu
Professor, Department of Statistics, Stanford University
Phone: (650) 725-2231 (Statistics)
This new version includes a plot method for plotting
a particular instance along the path.
Trevor Hastie has...@stanford.edu
Professor, Department of Statistics
, depending on
the particular problem and loss function.
See our paper http://www-stat.stanford.edu/~tibs/ftp/strong.pdf
"Strong Rules for Discarding Predictors in Lasso-type Problems"
for details of this screening method.
---
Tre
e options. A report is in the works.
--------
Trevor Hastie has...@stanford.edu
Professor, Department of Statistics, Stanford University
Phone: (650) 725-2231 Fax: (650) 725-8977
URL: http://www.stanford.edu/~hastie
address: room 104, Dep
I have just started using changelogs, and am clearly not disciplined enough at
it.
The big change that occurred was the convergence criterion, which would account
for the difference.
At some point will put up details of this.
Trevor Hastie
On Dec 26, 2011, at 11:55 PM, Damjan Krstajic wrote
We have put a new package sparsenet on CRAN.
Sparsenet fits regularization paths for sparse model selection via coordinate
descent,
using a penalized least-squares framework and a non-convex penalty.
The package is based on our JASA paper
Rahul Mazumder, Jerome Friedman and Trevor Hastie
We are aware that glmnet_1.7.3 does not pass for windows
and are looking into the problem. It has something to do
with the gcc compiler being slightly different on
windows versus linux/mac platforms. As soon as we have
resolved the issue, we will post a new version to CRAN
Trevor Hastie
linux or MacOS platforms.
Trevor Hastie has...@stanford.edu
Professor, Department of Statistics, Stanford University
Phone: (650) 725-2231 Fax: (650) 725
e = 30secs
Authors: Jerome Friedman, Trevor Hastie, Rob Tibshirani.
See our paper http://www-stat.stanford.edu/~hastie/Papers/glmnet.pdf for
implementation details,
and comparisons with other related software.
--
----
Tre
Short course: Statistical Learning and Data Mining III:
Ten Hot Ideas for Learning from Data
Trevor Hastie and Robert Tibshirani, Stanford University
Sheraton Hotel
Palo Alto, CA
March 16-17, 2009
This two-day course gives a detailed overview of statistical models
for
data mining
.
Thanks to many users, esp. Tim Hesterberg, for notifying us of the
errors.
Trevor Hastie
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.htm
Short course: Statistical Learning and Data Mining II:
tools for tall and wide data
Trevor Hastie and Robert Tibshirani, Stanford University
Sheraton Hotel,
Palo Alto, California,
April 3-4, 2006.
This two-day course gives a detailed overview of statistical models for
data
Apologies, my last email announcing this course
had the wrong dates. Here is the corrected header:
Short course: Statistical Learning and Data Mining II:
tools for tall and wide data
Trevor Hastie and Robert Tibshirani, Stanford University
Sheraton Hotel,
Palo Alto, California
29 matches
Mail list logo