mblondel’s gists

## 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

## 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)

## lda_gibbs.py
"""
(C) Mathieu Blondel - 2010
License: BSD 3 clause

Implementation of the collapsed Gibbs sampler for
Latent Dirichlet Allocation, as described in

Finding scientifc topics (Griffiths and Steyvers)
"""

## 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
"""

## hmm.tex
% (C) Mathieu Blondel, July 2010

\documentclass[a4paper,10pt]{article}

\usepackage[english]{babel}
\usepackage[T1]{fontenc}
\usepackage[ansinew]{inputenc}

\usepackage{lmodern}
\usepackage{amsmath}

## seminb.py
# -*- coding: utf-8 -*-

# Copyright (C) 2010 Mathieu Blondel
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,

## 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

## 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):

## 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

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

import numpy as np
from scipy.linalg import svd


def frequent_directions(A, ell, verbose=False):
    """
    Return the sketch of matrix A.