Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Implement sample weight #324

Open
wants to merge 25 commits into
base: master
Choose a base branch
from

Commits on Jan 23, 2019

  1. Configuration menu
    Copy the full SHA
    0bfe5f3 View commit details
    Browse the repository at this point in the history

Commits on Mar 1, 2019

  1. record the number of iterations and convergence status

    also log a warning if GLM.fit() doesn't converge
    peterfoley committed Mar 1, 2019
    Configuration menu
    Copy the full SHA
    87423f8 View commit details
    Browse the repository at this point in the history

Commits on Mar 5, 2019

  1. test glmnet with nonzero reg_lambda, alpha

    messages now identify the params that caused assertions to fail
    
    some assertions are only expected to pass for reg_lambda=0.0
    where the true model can be reconstructed almost perfectly
    
    Needed to increase the required loss trace improvement threshold
    from 1e-7 to 1e-3 to deal with occasional noise in cdfast steps
    peterfoley committed Mar 5, 2019
    Configuration menu
    Copy the full SHA
    5ba9fab View commit details
    Browse the repository at this point in the history
  2. recalculate z every iteration in GLM._cdfast

    beta is updated by GLM._prox, which invalidates the cached z
    peterfoley committed Mar 5, 2019
    Configuration menu
    Copy the full SHA
    34be299 View commit details
    Browse the repository at this point in the history
  3. flake8 fixes in test

    peterfoley committed Mar 5, 2019
    Configuration menu
    Copy the full SHA
    2350c7e View commit details
    Browse the repository at this point in the history

Commits on Mar 6, 2019

  1. don't cache z outside _cdfast

    the only place that uses _cdfast immediately invalidates the cache
    peterfoley committed Mar 6, 2019
    Configuration menu
    Copy the full SHA
    48d6759 View commit details
    Browse the repository at this point in the history
  2. Configuration menu
    Copy the full SHA
    42315f8 View commit details
    Browse the repository at this point in the history
  3. Configuration menu
    Copy the full SHA
    d80b11f View commit details
    Browse the repository at this point in the history
  4. resolved remaining flake8 issues by disabling checks

    to match package style
    
    Disabled flake8 checks:
      W504 conflicts with W503-type style used in the package
      W605 conflicts with latex code in Sphinx docstrings
    peterfoley committed Mar 6, 2019
    Configuration menu
    Copy the full SHA
    92238b2 View commit details
    Browse the repository at this point in the history
  5. Configuration menu
    Copy the full SHA
    2c06fbb View commit details
    Browse the repository at this point in the history
  6. Configuration menu
    Copy the full SHA
    a9209f5 View commit details
    Browse the repository at this point in the history
  7. Configuration menu
    Copy the full SHA
    2674333 View commit details
    Browse the repository at this point in the history
  8. Configuration menu
    Copy the full SHA
    5175d24 View commit details
    Browse the repository at this point in the history

Commits on Mar 7, 2019

  1. Configuration menu
    Copy the full SHA
    2e29239 View commit details
    Browse the repository at this point in the history
  2. implement sample weights

    ensure _logL calls use z argument by name
    peterfoley committed Mar 7, 2019
    Configuration menu
    Copy the full SHA
    192d938 View commit details
    Browse the repository at this point in the history
  3. Configuration menu
    Copy the full SHA
    bc9b9df View commit details
    Browse the repository at this point in the history
  4. Configuration menu
    Copy the full SHA
    832452b View commit details
    Browse the repository at this point in the history
  5. Configuration menu
    Copy the full SHA
    d26abe9 View commit details
    Browse the repository at this point in the history
  6. Configuration menu
    Copy the full SHA
    4e97389 View commit details
    Browse the repository at this point in the history
  7. Configuration menu
    Copy the full SHA
    6c250a0 View commit details
    Browse the repository at this point in the history
  8. flake8 fixes

    peterfoley committed Mar 7, 2019
    Configuration menu
    Copy the full SHA
    217dc5f View commit details
    Browse the repository at this point in the history
  9. Configuration menu
    Copy the full SHA
    cc0bd9c View commit details
    Browse the repository at this point in the history
  10. Configuration menu
    Copy the full SHA
    8a6dec4 View commit details
    Browse the repository at this point in the history

Commits on May 17, 2019

  1. use scipy.special.comb instead of removed scipy.misc.comb

    Peter Foley (605) committed May 17, 2019
    Configuration menu
    Copy the full SHA
    e8f038a View commit details
    Browse the repository at this point in the history
  2. Merge pull request #1 from peterfoley605/fix_scipy

    use scipy.special.comb instead of removed scipy.misc.comb
    Peter Foley (605) committed May 17, 2019
    Configuration menu
    Copy the full SHA
    8255617 View commit details
    Browse the repository at this point in the history