From user-return-8319-apmail-mahout-user-archive=mahout.apache.org@mahout.apache.org Mon Jun 6 11:40:30 2011 Return-Path: X-Original-To: apmail-mahout-user-archive@www.apache.org Delivered-To: apmail-mahout-user-archive@www.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id 8CC584A4A for ; Mon, 6 Jun 2011 11:40:30 +0000 (UTC) Received: (qmail 26855 invoked by uid 500); 6 Jun 2011 11:40:29 -0000 Delivered-To: apmail-mahout-user-archive@mahout.apache.org Received: (qmail 26811 invoked by uid 500); 6 Jun 2011 11:40:29 -0000 Mailing-List: contact user-help@mahout.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: user@mahout.apache.org Delivered-To: mailing list user@mahout.apache.org Received: (qmail 26803 invoked by uid 99); 6 Jun 2011 11:40:29 -0000 Received: from nike.apache.org (HELO nike.apache.org) (192.87.106.230) by apache.org (qpsmtpd/0.29) with ESMTP; Mon, 06 Jun 2011 11:40:29 +0000 X-ASF-Spam-Status: No, hits=1.5 required=5.0 tests=FREEMAIL_FROM,HTML_MESSAGE,RCVD_IN_DNSWL_LOW,RFC_ABUSE_POST,SPF_PASS,T_TO_NO_BRKTS_FREEMAIL X-Spam-Check-By: apache.org Received-SPF: pass (nike.apache.org: domain of ted.dunning@gmail.com designates 209.85.220.170 as permitted sender) Received: from [209.85.220.170] (HELO mail-vx0-f170.google.com) (209.85.220.170) by apache.org (qpsmtpd/0.29) with ESMTP; Mon, 06 Jun 2011 11:40:23 +0000 Received: by vxb40 with SMTP id 40so6459444vxb.1 for ; Mon, 06 Jun 2011 04:40:02 -0700 (PDT) DKIM-Signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:in-reply-to:references:from:date :message-id:subject:to:content-type; bh=p5oElC0ucPkQGRObRa//jbC20a4f5txsgKNmDDexHhE=; b=UcJpEt1U6uk16GR/nPyDppkPCLwW6hsxOKXg7piW01KgvANKryWGoxhkzQm+qbmECk WKsoXI3z550LyAf11zxuBXful1sagU/+49DO8fiT9hiAAna0bGCGJnppP3CX7XOzpDa0 btkUksyfXqUT347KbFDQPslHrQYAlzdWJSHio= DomainKey-Signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:from:date:message-id:subject:to :content-type; b=ZTBscZydzrugXCwe/X3uAIikOZ1iXHLI+BrMzMvy3IB+ML4iMa/fxn6+0Yt9V53wDI QTNSMHRD2cK7kiEZTP/4k2sF7X9I0lkhnAyURGqYfijr+zYhU3qW1Xo6ZwQ7KZJpAddz CWp+g2vYfwiB0LIR0bBfqCaAoBNVO1iTQFfG0= Received: by 10.52.111.68 with SMTP id ig4mr2942474vdb.4.1307360402058; Mon, 06 Jun 2011 04:40:02 -0700 (PDT) MIME-Version: 1.0 Received: by 10.52.110.101 with HTTP; Mon, 6 Jun 2011 04:39:42 -0700 (PDT) In-Reply-To: References: <000c01cc2420$aef580a0$0ce081e0$@com> From: Ted Dunning Date: Mon, 6 Jun 2011 04:39:42 -0700 Message-ID: Subject: Re: What's the best practice to specify df for TPrior and alphaByLambda for ElasticBandPrior To: user@mahout.apache.org Content-Type: multipart/alternative; boundary=bcaec548a4ed5bafa804a50990c2 X-Virus-Checked: Checked by ClamAV on apache.org --bcaec548a4ed5bafa804a50990c2 Content-Type: text/plain; charset=UTF-8 Here is the link: http://www.stat.columbia.edu/~gelman/research/unpublished/*prior*s7.pdf On Mon, Jun 6, 2011 at 4:39 AM, Ted Dunning wrote: > This paper has good guidance. > > I think that their recommendation of df=1 and scale=2.5 is very reasonable. > Their suggestion of mean subtraction would be disastrous, but much of the > rest is very good. > > df=0.5 is a very (VERY) long tailed distribution. Even for df=1, there is > no mean or variance. > > I would actually consider using df=2 as well. > > In practice, I have found that the L1 prior encourages sparsity more > strongly than the T prior. It does, however, entangle the regularization > factor with the scale of the prior. > > > On Mon, Jun 6, 2011 at 1:06 AM, XiaoboGu wrote: > >> Is 0.5 a good point to start? >> >> > --bcaec548a4ed5bafa804a50990c2--