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Inconsistent coefficient values #785
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This is due to OpenMP: (glum) ➜ ~/glum git:(main) ✗ python issue_785.py
-0.493354399898778
-0.4933543998987746
(glum) ➜ ~/glum git:(main) ✗ OMP_NUM_THREADS=1 python issue_785.py
-0.49335439989877533
-0.49335439989877533 When you set Quantco/tabmat#348 addressed this for products involving a |
Thanks for your answer. Adding an environment variable solved the problem. However, I noticed that I get different results on Windows and Ubuntu. Is this normal behavior?
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I currently have version 2.5.1 of Glum and the latest version of Tabmat (3.1.14). Following your example from the Git repository, I retrained the model twice. Surprisingly, each time I obtained slightly different coefficient values, with changes appearing from the 14th decimal place.
In an attempt to ensure consistency, I conducted a similar test using your example while including the 'random_state' parameter. Despite my expectations for stable results, discrepancies persist.
Differences occur for both the irls-cd and irls-ls solver.
I would greatly appreciate it if you could investigate this issue further.
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