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

Fix glum issue-872 #408

Open
wants to merge 1 commit into
base: main
Choose a base branch
from
Open

Conversation

mlondschien
Copy link
Contributor


but this fixes Quantco/glum#872 for me. I still get a warning

Iteration 99:   8%|████████████▎                                                                                                                                     | 0.42/5.0 [0.07s/it, gradient norm=3.834443702192064]
/Users/mlondschien/mambaforge/envs/icu-experiments/lib/python3.10/site-packages/glum/_solvers.py:336: ConvergenceWarning: IRLS failed to converge. Increase the maximum number of iterations max_iter (currently 100)
  warnings.warn(

@stanmart
Copy link
Collaborator

stanmart commented Nov 1, 2024

Interesting, probably some float underflow/underflow? Not sure tbh, but the fix looks good, and if it works... :)

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

GeneralizedLinearRegressor(scale_predictors=True) raises for highly variable column variances
2 participants