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### Is your feature request related to a problem? Please describe.
_No response_
### Describe the solution you'd like.
Add coordinate descent as a method for minimization
### Describe alt…
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# Hey @shldngzh ;
I uploaded a first draft of the coordinate descent algorithm for elastic net. It's not working very well; it gets the correct results for the OLS parameters (no penalty), but someth…
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I just chatted with @rvraghav93 and he is willing to help us with cython code.
This might be a good starting point: https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/linear_model/cd_fa…
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#### Describe the workflow you want to enable
I'd like to propose native categorical support for linear models, similar to #18394, i.e. ordinal encoded columns can be specified as "categorical". I se…
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For running tests we need `pytest` and `sklearn` as we test against `sklearn`s implementation of coordinate descent. We should make this explicit in the `pyproject.toml`.
> sklearn has quite a few…
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Submitting Author: Andy Zhang @andyzhangstat
All current maintainers: (@Jing-19, @fohy24)
Package Name: lr_cd
One-Line Description of Package: A better implementation of linear regression in Python…
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In gradient descent, its clear that we follow the negative gradient to reach a minimum. Here, we take some initial guess for **p**, compute the **d** values, then solve for a new set of **p** valu…
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We should add docstring and docs :)
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The L1 penalty with coordinate descent solver for GLM was proposed in https://github.com/scikit-learn/scikit-learn/pull/9405 and was not included in the minimal implementation merged in https://githu…