Closed tlienart closed 4 years ago
see https://github.com/JuliaLang/julia/pull/31853/files#diff-3a896b2398ad83022a6e197921c125c6R274-R277
Though it may be overkill to compute all of the theta for all lambdas and better to get a proxy for the GCV error and then compute just for that
I think that's going to be much slower than the sherman morrison trick so closing for now
see https://github.com/JuliaLang/julia/pull/31853/files#diff-3a896b2398ad83022a6e197921c125c6R274-R277
Though it may be overkill to compute all of the theta for all lambdas and better to get a proxy for the GCV error and then compute just for that