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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
Low-level routines for Support Vector Machines
Fabian Pedregosa · 2011-04-27 · via Keep the gradient flowing

I've been working lately in improving the low-level API of the libsvm bindings in scikit-learn. The goal is to provide an API that encourages an efficient use of these libraries for expert users. These are methods that have lower overhead than the object-oriented interface as they are closer to the C implementation, but do not have an interface as polished. Here, all parameters are expected to be of the correct type, and submitting one of the wrong type will make the function exit immediately with a ValueError. For instance, input data is expected to be of type float64, even for class labels! Another peculiarity of these methods is that they only take and return numpy arrays. No custom objects, all method take and return arrays. That looks something like: [cc lang="python"] import numpy as np from scikits.learn import svm, datasets iris = datasets.load_iris() iris.target = iris.target.astype(np.float64) learned_params = svm.libsvm.fit(iris.data, iris.target) pred = svm.libsvm.predict(iris.data, *learned_params) [/cc] Here, I used the fact that the parameters returned by libsvm.fit can just passed to libsvm.predict. However, any other given parameters should be manually passed to both method.