FIX solver for singular cases in GLMs#5
Merged
lorentzenchr merged 3 commits intolorentzenchr:glm_newton_choleskyfrom May 31, 2022
Merged
FIX solver for singular cases in GLMs#5lorentzenchr merged 3 commits intolorentzenchr:glm_newton_choleskyfrom
lorentzenchr merged 3 commits intolorentzenchr:glm_newton_choleskyfrom
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Thanks @ogrisel. I won't be able to work on it the next couple of days. But we are in no rush 😉 |
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Yes, same on my side. |
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This is an attempt to add a new test for scikit-learn#23314 (comment) but now I have
np.linalg.LinAlgErrorraised in the fallback_solve_singular_choleskybranch.I have no time to investigate more today. Feel free to take over @lorentzenchr if you wish. Otherwise I will try to investigate more later.