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Keep the gradient flowing

Policy Gradients Part 1: The REINFORCE Estimator On the Link Between Optimization and Polynomials, Part 6. Optimization Nuggets: Stochastic Polyak Step-size, Part 2 Optimization Nuggets: Stochastic Polyak Step-size On the Convergence of the Unadjusted Langevin Algorithm The Russian Roulette: An Unbiased Estimator of the Limit Notes on the Frank-Wolfe Algorithm, Part III: backtracking line-search On the Link Between Optimization and Polynomials, Part 5 Optimization Nuggets: Implicit Bias of Gradient-based Methods Optimization Nuggets: Exponential Convergence of SGD On the Link Between Optimization and Polynomials, Part 4 On the Link Between Optimization and Polynomials, Part 3 On the Link Between Optimization and Polynomials, Part 2 On the Link Between Polynomials and Optimization, Part 1 How to Evaluate the Logistic Loss and not NaN trying Notes on the Frank-Wolfe Algorithm, Part II: A Primal-dual Analysis Three Operator Splitting Notes on the Frank-Wolfe Algorithm, Part I Optimization inequalities cheatsheet A fully asynchronous variant of the SAGA algorithm Hyperparameter optimization with approximate gradient Lightning v0.1 scikit-learn-contrib, an umbrella for scikit-learn related projects. SAGA algorithm in the lightning library On the consistency of ordinal regression methods Holdout cross-validation generator IPython/Jupyter notebook gallery PyData Paris - April 2015 Data-driven hemodynamic response function estimation Plot memory usage as a function of time
Support Vector machines with custom kernels using scikits...
Fabian Pedregosa · 2010-05-27 · via Keep the gradient flowing

It is now possible (using the development version as of may 2010) to use Support Vector Machines with custom kernels in scikits.learn. How to use it couldn't be more simple: you just pass a callable (the kernel) to the class constructor). For example, a linear kernel would be implemented as follows: [cc lang="python"] import numpy as np def my_kernel(x, y): return np.dot(x, y.T) [/cc] The only requisites for defining a kernel is that it should take as argument two numpy arrays and return also a numpy array. Then you would pass the kernel to the classifier's constructor: [cc lang="python"] from scikits.learn import svm clf = svm.SVC(kernel=my_kernel) [/cc] and that's all. The construct recognizes this as a custom kernel and you can then use the classifier as any other classifier. [cc lang="python"] clf.fit([[0, 0], [1, 1]], [0, 1]) print clf.predict([[0, 0]]) --> [0.] [/cc] For a complete reference, see the the reference manual and an example.