Stephane Gaiffas

Should be easy using the following computations http://ncss.wpengine.netdna-cdn.com/wp-content/themes/ncss/pdf/Procedures/NCSS/Negative_Binomial_Regression.pdf

Code the Cox model regression model with full likelihood. * Start with non-longitudinal features * Then do the longitudinal features case * Baseline could be {'exponential', 'weibull', 'histogram' } among...

Cleaner stochastic solvers

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Adding some extra hierarchy in C++ stochastic solvers and some extra tests in computations. For instance, some methods do not check that a model was actually passed, and that the...

Currently SGD is very monolithic and cannot be tuned enough. More flexibility in the tuning of learning rates and Polyak Ruppert average should be implemented (easy). Handling of sparse features...

When running the tests and benchmarks I get the following error : File "pygbm/splitting.py", line 253: ```python def split_indices(context, split_info, sample_indices): sizes[:n_samples % n_threads] += 1 offset_in_buffers = np.zeros(n_threads, dtype=np.int32)...

Lipschitz constants for Lipschitz losses ?

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Hi all and thanks for the this very useful package ! It could be helpful to get in addition to the islipschitzcont attribute, another attribute that gives the value of...