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This is set here. Reducing this to a more reasonable number such as 1000 results in much faster convergence and fewer warnings
/cluster/customapps/biomed/grlab/users/lmalte/mambaforge/envs/icufm/lib/python3.10/site-packages/glum/_solvers.py:58: ConvergenceWarning: Coordinate descent did not converge. You might want to increase the number of iterations. Minimum norm subgradient: nan, tolerance: 0.0010000000474974513
new_coef, gap, _, _, n_cycles = enet_coordinate_descent_gram(1036083102226]
although many more warnings
/Users/mlondschien/code/glum/src/glum/_solvers.py:58: ConvergenceWarning: Coordinate descent did not converge. You might want to increase the number of iterations. Minimum norm subgradient: 0.04440617933869362, tolerance: 0.0061285351403057575
new_coef, gap, _, _, n_cycles = enet_coordinate_descent_gram(
(0.04 is much better than nan).
It would be nice to figure out why enet_coordinate_descent_gram does not converge in the insane amount of iterations max_inner_iter=100_000 but rather returns infinite values. Shouldn't the hessian be positive definite, in particular, if P2 != 0?
The text was updated successfully, but these errors were encountered:
This is set here. Reducing this to a more reasonable number such as 1000 results in much faster convergence and fewer warnings
although many more warnings
(0.04 is much better than
nan
).It would be nice to figure out why
enet_coordinate_descent_gram
does not converge in the insane amount of iterationsmax_inner_iter=100_000
but rather returns infinite values. Shouldn't the hessian be positive definite, in particular, ifP2 != 0
?The text was updated successfully, but these errors were encountered: