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Speed up first iteration with sketching #483

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lorentzenchr opened this issue Nov 16, 2021 · 0 comments
Open

Speed up first iteration with sketching #483

lorentzenchr opened this issue Nov 16, 2021 · 0 comments

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@lorentzenchr
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I'm wondering if the initial guess of GLM coefficients could be made faster by using random matrix sketching in the first iteration of Newton-Raphons/IRLS in the spirit of:
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@lorentzenchr