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restructure and add code for iteratively reweighted least squares #71

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dustinvtran opened this issue Jun 12, 2015 · 1 comment
Open

restructure and add code for iteratively reweighted least squares #71

dustinvtran opened this issue Jun 12, 2015 · 1 comment
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@dustinvtran
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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.

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