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Overflow when running local logistic regression

Open christopherjenness opened this issue 8 years ago • 0 comments

When Newton-Raphson algorithm approaches convergence, often throws following warning:

RuntimeWarning: overflow encountered in exp

This is likely due to np.matmul(theta.T, X) >> 1, which in a sense is good.

christopherjenness avatar Apr 03 '17 11:04 christopherjenness