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Comment in enet_coordinate_descent_gram

Open lorentzenchr opened this issue 3 years ago • 0 comments

I think, the comments https://github.com/Quantco/glum/blame/main/src/glum/_cd_fast.pyx#L115_L116 need to be updated. I guess the definition of the argument q changed during some code optimization from q = X^T y to q = X^T (y - X w) which corresponds to q= -grad = -X^T grad_per_row.

lorentzenchr avatar Feb 20 '22 14:02 lorentzenchr