Support different solvers for logreg in diff_test#463
Open
LinearParadox wants to merge 1 commit intoscverse:mainfrom
Open
Support different solvers for logreg in diff_test#463LinearParadox wants to merge 1 commit intoscverse:mainfrom
LinearParadox wants to merge 1 commit intoscverse:mainfrom
Conversation
Added solver parameter to various functions for logistic regression.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Some solvers can be much faster, especially for large datasets. For example, in my data, SAG gets a 2x speedup over the default currently in the model, and the results seem very broadly similar. This pull makes a small change to the diff_test function, and adds a solver parameter. This can take any of the solvers supported by sklearn statsmodels.