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fabsig / GPBoost

Combining tree-boosting with Gaussian process and mixed effects models
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Initial guess in CG algorithm & reduction of maximum number of CG iteration #129

Closed TimGyger closed 4 months ago

TimGyger commented 4 months ago

Use solution of CG algorithm from last MLE iteration as new initial guess in CG (for quadratic term and "wls" in regression coefficient optimization)

Reduce maximum number of CG iteraions in first MLE iteration by a factor of 3

fabsig commented 4 months ago

Danke!