Commit Graph

2 Commits

Author SHA1 Message Date
Christian Lorentzen 75a94f518f
ENH migrate GLMs / TweedieRegressor to linear loss (#22548)
Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>
2022-03-28 19:20:01 -04:00
Christian Lorentzen d8d5637cfe
ENH Loss module LogisticRegression (#21808)
* ENH replace loss in linear logistic regression

* MNT remove logistic regression's own loss functions

* CLN remove comment

* DOC add whatsnew

* DOC more precise whatsnew

* CLN restore improvements of #19571

* ENH improve fit time by separating mat-vec in multiclass

* DOC update whatsnew

* not only a bit ;-)

* DOC note memory benefit for multiclass case

* trigger CI

* trigger CI

* CLN rename variable to hess_prod

* DOC address reviewer comments

* CLN remove C/F for 1d arrays

* CLN rename to gradient_per_sample

* CLN rename alpha to l2_reg_strength

* ENH respect F-contiguity

* TST fix sag tests

* CLN rename to LinearModelLoss

* CLN improve comments according to review

* CLN liblinear comment

* TST add / move test to test_linear_loss.py

* CLN comment placement

* trigger CI

* CLN add comment about contiguity of raw_prediction

* DEBUG debian-32

* DEBUG test only linear_model module

* Revert "DEBUG test only linear_model module"

This reverts commit 9d6e6987ff.

* DEBUG test -k LogisticRegression

* Revert "DEBUG test -k LogisticRegression"

This reverts commit c203167041.

* Revert "DEBUG debian-32"

This reverts commit ef0b98f232.

* DEBUG set n_jobs=1

* Revert "DEBUG set n_jobs=1"

This reverts commit c7f6f72a8c.

* CLN always use n_threads=1

* CLN address review

* ENH avoid array copy

* CLN simplify L2 norm

* CLN rename w to weights

* CLN rename to hessian_sum and hx_sum

* CLN address review

* CLN rename to init arg and attribute to base_loss

* CLN apply review suggestion

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* CLN base_loss instead of _loss attribute

Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
2022-02-14 11:55:17 +01:00