CamDavidsonPilon / lifetimes

Lifetime value in Python
MIT License
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Optimizer for fit method #107

Closed aprotopopov closed 7 years ago

aprotopopov commented 7 years ago

I found, that optimizer for _fit was changed from minimize to fmin in utils with that commit. I have some questions:

I'm also interesting in increasing training speed for model (BetaGeoFitter) because in my case I need to wait about 45 minutes to train (~15 mln records). On sample I saw that SLSQP was faster. Could it be used for training model or the are any pitfalls with that?

CamDavidsonPilon commented 7 years ago

I remember we were having trouble getting convergence with very small datasets, hence the change. Your recent changes fix this problem for all parties 👍