Subject: Logistic Regression + Time Series


What Hector said.

You will need to extract features from your time history.

The question also comes up about how large is  your data set.  If it is less
than 100,000 training examples or so, then you will probably be better off
using a system like R which handles that much data easily and has
essentially every kind of classifier available for you to try.

If you have 1 million training examples or more, then Mahout begins to
dominate alternatives.  Even there, Mahout is currently optimized for sparse
data which is not what you have.  My guess is that using the
OnlineLogisticRegression or some of Hector's recent patches is the way to
go. The AdaptiveLogisticRegression is heavily oriented around per term
annealing and magic knob tuning in the context of sparse data.

Can you post your data?

On Sun, Jun 5, 2011 at 10:04 AM, Hector Yee <[EMAIL PROTECTED]> wrote: