NewtonCG is too slow - Githubissues

JuliaAI / MLJLinearModels.jl

Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)

MIT License

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NewtonCG is too slow #24

Open tlienart opened 5 years ago

tlienart commented 5 years ago

It shouldn't be; this may be due to issues with the Krylov Solver; consider rewriting your own NewtonCG using the cg from IterativeSolvers & starting with a simple backtracking; maybe later with Hager-Zhang.