fixed LinearRegression API

cstjean / ScikitLearn.jl

Julia implementation of the scikit-learn API https://cstjean.github.io/ScikitLearn.jl/dev/

Other

546 stars 75 forks source link

Closed ValdarT closed 5 years ago

ValdarT commented 5 years ago

Fixed the LinearRegression API to input format n_samples x n_features.

ValdarT commented 5 years ago

Note: I quickly checked against GLM.jl, results looked good but performance was worse.

cstjean commented 5 years ago

Thanks, LGTM. @PastelBelem8 this was your PR, would you like to review this one?

Note: I quickly checked against GLM.jl, results looked good but performance was worse.

Do you know what algorithm they're using? Conjugate gradient? It'd be interesting to compare with scikit-learn, too.

PastelBelem8 commented 5 years ago

Sure @cstjean I will take a look

ValdarT commented 5 years ago

It might also be the part where we're creating a new matrix (adding the intercepts) and assigning slices of it.