[MRG] control Hessian term explosion

[pavanramkumar]

closes #289

[pavanramkumar]

I think the intuition of @cxrodgers is right that close to the true solution the Hessian term is small and therefore the update term explodes. I've put in a PR #348 that only uses the Hessian reciprocal if it is sufficiently large and added a test to ensure the estimated coefficients are not np.nan

@cxrodgers if you have time, it will be great to test on your dataset to check if it alleviates your convergence problem before we merge this

[codecov-io]

Codecov Report

Merging #348 into master will not change coverage. The diff coverage is 100%.

@@           Coverage Diff           @@
##           master     #348   +/-   ##
=======================================
  Coverage   75.66%   75.66%           
=======================================
  Files           4        4           
  Lines         678      678           
  Branches      149      149           
=======================================
  Hits          513      513           
  Misses        128      128           
  Partials       37       37

Impacted Files	Coverage Δ
pyglmnet/pyglmnet.py	81.25% <100%> (ø)	:arrow_up:

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[pavanramkumar]

@geektoni this PR may also address the nan issue for cdfast in #274

[pavanramkumar]

@jasmainak @cxrodgers

i have also now tested with the dataset provided in #289

i verified that both cdfast and batch-gradient converge with smoothly decreasing loss trace across poisson, softplus and gaussian distrs.

[jasmainak]

@pavanramkumar can you update whats_new.rst ?

[pavanramkumar]

@jasmainak updated whats_new.rst and tutorial.rst

[jasmainak]

Merged, thanks @pavanramkumar !