flashcd #3
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Bench anderson
mathurinm
commented
Nov 4, 2021
solvers/sk_oracle.py
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| warnings.filterwarnings("ignore", category=ConvergenceWarning) | ||
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| supp = self.identify_support(X, y, lmbd, fit_intercept) | ||
| self.X = self.X[:, supp] |
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I think if you do that here it will break because you will return a w/beta which is too small
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or you need to change the way get_result is implemented currently
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When I run glum on finance I have a memory error: this is logic dince it tries to instanciate a hessian. |
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@QB3 I think the "slow, exact" convergence should be posted on the |
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