SCnext / SCGLR

An extension of the Fisher Scoring Algorithm to combine PLS regression with GLM estimation in the multivariate context. Covariates can be grouped in themes.
https://scnext.github.io/SCGLR/
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Improve reaction to convergence error #12

Closed billy34 closed 3 years ago

billy34 commented 3 years ago

Error message should be completed with iteration number and/or fold id in case of cross validation.

When in cross validation, errors should only invalidate current fold but allow others to complete (eg when asked to do 10 folds, returning 9 is maybe enough)

billy34 commented 3 years ago