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airoldilab / sgd

An R package for large scale estimation with stochastic gradient descent
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restructure and add code for iteratively reweighted least squares #71

Open dustinvtran opened 9 years ago

dustinvtran commented 9 years ago

The current implementation for the Cox model uses it. It's not worth the effort yet to code up general classes of models where this IRLS+SGD idea would work—at least not until the idea is more mature.