Re: [Gretl-users] Machine Learning in Gretl
On Fri, 21 Jul 2017, Sven Schreiber wrote:
Am 20.07.2017 um 14:22 schrieb Periklis Gogas:
> Thank you Artur,
>
> That would be very interesting. I am not familiar with that but with
> the libsvm.
Interesting -- could you explain how familiar you are with libsvm? In
principle this looks like a good candidate to wrap, technically
speaking, because AFAICS it's a C/C++ library.
I find this interesting too. Periklis, if you've successfully used
libsvm for econometric purposes, please give us a (at least) a brief
description. Libsvm looks like something we could work with quite
easily.
The profile of machine learning has been raised recently by the
article by Mullainathan and Spiess in the Spring 2017 issue of the
Journal of Economic Perspectives, and it's possible this is
something we'd want to explore in gretl.
Allin Cottrell