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JuliaAI / MLJLinearModels.jl

Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)
MIT License
81 stars 13 forks source link

Either remove or test (F)ADMM on simpler problem #11

Closed tlienart closed 5 years ago

tlienart commented 5 years ago

Could not get it to work well on LAD but maybe can make it work on something else like LASSO and can test the rest of the implementation on the go.

In the mean time maybe isolate the code in another branch as it makes code cov look bad.