pprett/scikit-learn — pull request #5 by scottblanc (2012-03-07 19:10:21+00:00)
Title: Gradient boosting

Added support for multi-class.

Existing deviance loss function is still supported but by using 'mdeviance' loss function it will automatically know to use multi-class.

Have tested that it works on two of scikit-learn datasets: iris and digits.

Performance hit is linear in the number of the classes k.