Implement sample weight #324
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also log a warning if GLM.fit() doesn't converge
messages now identify the params that caused assertions to fail some assertions are only expected to pass for reg_lambda=0.0 where the true model can be reconstructed almost perfectly Needed to increase the required loss trace improvement threshold from 1e-7 to 1e-3 to deal with occasional noise in cdfast steps
beta is updated by GLM._prox, which invalidates the cached z
the only place that uses _cdfast immediately invalidates the cache
to match package style Disabled flake8 checks: W504 conflicts with W503-type style used in the package W605 conflicts with latex code in Sphinx docstrings
ensure _logL calls use z argument by name
use scipy.special.comb instead of removed scipy.misc.comb
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Feel free to pull in anything useful! Do it soon, though - I’m leaving 605 shortly and my peterfoley605 account and that fork may disappear. |
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@peterfoley do you mind if we borrow code from your fork for
pyglmnet? :-)Probably won't get merged soon but I wanted to open a PR so that it's on our radar.