mblondel’s gists

## svm.py
# Mathieu Blondel, September 2010
# License: BSD 3 clause

import numpy as np
from numpy import linalg
import cvxopt
import cvxopt.solvers

def linear_kernel(x1, x2):
    return np.dot(x1, x2)

## letor_metrics.py
# (C) Mathieu Blondel, November 2013
# License: BSD 3 clause

import numpy as np


def ranking_precision_score(y_true, y_score, k=10):
    """Precision at rank k

    Parameters

## kmeans.py
# Copyright Mathieu Blondel December 2011
# License: BSD 3 clause

import numpy as np
import pylab as pl

from sklearn.base import BaseEstimator
from sklearn.utils import check_random_state
from sklearn.cluster import MiniBatchKMeans
from sklearn.cluster import KMeans as KMeansGood

## kernel_kmeans.py
"""Kernel K-means"""

# Author: Mathieu Blondel <mathieu@mblondel.org>
# License: BSD 3 clause

import numpy as np

from sklearn.base import BaseEstimator, ClusterMixin
from sklearn.metrics.pairwise import pairwise_kernels
from sklearn.utils import check_random_state

## statistical_tests.py
# Mathieu Blondel, February 2012
# License: BSD 3 clause

# Port to Python of examples in chapter 5 of
# "Introductory Statistics with R" by Peter Dalgaard

import numpy as np
from scipy.stats import ttest_1samp, wilcoxon, ttest_ind, mannwhitneyu

# daily intake of energy in kJ for 11 women

## nmf_cd.py
"""
NMF by coordinate descent, designed for sparse data (without missing values)
"""

# Author: Mathieu Blondel <mathieu@mblondel.org>
# License: BSD 3 clause

import numpy as np
import scipy.sparse as sp
import numba

## gaussian_process.py
"""Gaussian processes"""

# Author: Mathieu Blondel <mathieu@mblondel.org>
# License: BSD 3 clause

import numpy as np
from scipy.linalg import cholesky, solve_triangular

from sklearn.base import BaseEstimator, RegressorMixin
from sklearn.metrics.pairwise import pairwise_kernels

## multiclass_svm.py
"""
Multiclass SVMs (Crammer-Singer formulation).

A pure Python re-implementation of:

Large-scale Multiclass Support Vector Machine Training via Euclidean Projection onto the Simplex.
Mathieu Blondel, Akinori Fujino, and Naonori Ueda.
ICPR 2014.
http://www.mblondel.org/publications/mblondel-icpr2014.pdf
"""

## sparse_multiclass_numba.py
"""
(C) August 2013, Mathieu Blondel
# License: BSD 3 clause

This is a Numba-based reimplementation of the block coordinate descent solver
(without line search) described in the paper:

    Block Coordinate Descent Algorithms for Large-scale Sparse Multiclass
    Classification.  Mathieu Blondel, Kazuhiro Seki, and Kuniaki Uehara.
    Machine Learning, May 2013.

## perceptron.py
# Mathieu Blondel, October 2010
# License: BSD 3 clause

import numpy as np
from numpy import linalg

def linear_kernel(x1, x2):
    return np.dot(x1, x2)

def polynomial_kernel(x, y, p=3):