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restructure and add code for iteratively reweighted least squares

Open dustinvtran opened this issue 9 years ago • 1 comments

dustinvtran avatar Jun 12 '15 20:06 dustinvtran

The current implementation for the Cox model uses it. It's not worth the effort yet to code up general classes of models where this IRLS+SGD idea would work—at least not until the idea is more mature.

dustinvtran avatar Aug 15 '15 06:08 dustinvtran