Comments (9)
An obvious example is the curve-fitting of basis functions to observations.
Here, we fit a set of observations S to two sets of basis functions: the Ī¼ are the foreground basis functions from which we need to choose, hence using abess
. The B are the background basis functions, which are always_select
ed. There is no intercept term in this least-squares fit.
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Thank you for your responsiveness!
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Thank you for your question. Iām not sure why sklearn.linear_model. LinearRegression
includes a fit_intercept
parameter. For instance, if someone sets fit_intercept=False
but forgets to center the response, the parameter estimation will be inaccurate:
import numpy as np
from sklearn.linear_model import LinearRegression
X = np.array([[1, 1], [1, 2], [2, 2], [2, 3]])
# y = 1 * x_0 + 2 * x_1 + 3
y = np.dot(X, np.array([1, 2])) + 3
reg = LinearRegression().fit(X, y)
reg.coef_
>>> array([1., 2.])
reg = LinearRegression(fit_intercept=False).fit(X, y)
reg.coef_
>>> array([2.09090909, 2.54545455])
In my personal opinion, the fit_intercept
parameter is unnecessary. Perhaps Iām missing something. Could you provide some reasoning for including this parameter?
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Thanks. I also notice that generalized linear models, like LogisticRegression
(https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LogisticRegression.html) and PoissonRegressor
(https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.PoissonRegressor.html), also supportfit_intercept
. It seems this parameter is practically helpful, and we will implement this soon.
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@MattWenham , hi, we have just implemented this feature. Beyond, fit_intercept
is also supported by LogisticRegression
, PoissonRegression
and other generalized linear modes. You can install the latest version of abess
(see https://abess.readthedocs.io/en/latest/Installation.html#python-1) to use this new feature.
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We can't currently get this to build from scratch due to the following error:
abess/python/src/pywrap.cpp:1:10: fatal error: pybind11/eigen.h: No such file or directory
1 | #include <pybind11/eigen.h>
We have tried two different versions of pybind11
, but get the same error.
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According to the results of pip list
, the version of pybind11
is:
pybind11 2.9.1
pybind11-global 2.9.1
Maybe the issue appears because pybind11-global
hasn't been installed? You can install this via:
pip install "pybind11[global]"
.
Wish that helps!
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We have downgraded to pybind11
2.9.1:
pybind11 2.9.1 pypi_0 pypi
pybind11-global 2.9.1 pypi_0 pypi
...and continue to get the same error. We are attempting to install under WSL / Ubuntu 22.04.1 LTS.
from abess.
Hi @MattWenham , we have tried pybind11
2.9.1 & 2.10.4(latest release), and both of them work to build abess
.
Could you check if there is multiple python environment in the device and then pybind11
may be installed to another environment? Or try a new conda environment(python version >= 3.6)?
If the error still exists, please feel free to paste more error logs here so that we can help to solve it.
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Related Issues (20)
- Results seem to be meaningless when smax > rank(X). HOT 6
- Segmentation fault using v0.4.6 on Linux HOT 6
- Possible to include calcualtion of Bayes Factor according to Dunstan et al (2022)? HOT 3
- Perhaps a typo in the online tutorial for multi-response linear regression HOT 2
- Apparently Inconsistent Behaviour in LinearRegression - Expected Behaviour or Not? HOT 2
- Is it possible to combine `group` and `always_select` to always select a whole group? HOT 3
- [Bug] No termination within reasonable time for Poisson regression in a specific case HOT 4
- Why the data generator funciton `make_glm_data` for gamma will define n shape parameters for a data set HOT 2
- Incorrect optimal support size in a multitask learning problem with nonnegativity constraints HOT 15
- How I can aviod intercept when I do abess in R HOT 1
- Provide any option for inference? HOT 12
- Risk Score Card Develope HOT 3
- How to set test data HOT 1
- [Feature] Release new version of `abess` on PyPI and Conda HOT 2
- Any way to work with preselected sets of variables in abess & with MBIC criterion? HOT 8
- Version 0.4.7 crashing when LinearRegression.fit() invoked HOT 3
- Colname errors HOT 1
- different results on Mac, Linux, Windows HOT 2
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