Speed up GLM lambda_search by using recursive coarse to fine method instead.

h2oai / h2o-3

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Speed up GLM lambda_search by using recursive coarse to fine method instead. #12941

Open exalate-issue-sync[bot] opened 1 year ago

exalate-issue-sync[bot] commented 1 year ago

Current lambda_search will try 100 lambda values equally spaced in the log scale.

Michalk suggests to look into trying less values but do it in a coarse to fine scale.

I thought about it and thinks it is worthwhile to look into.

hasithjp commented 1 year ago

JIRA Issue Migration Info

Jira Issue: PUBDEV-6103 Assignee: New H2O Bugs Reporter: Wendy State: Open Fix Version: N/A Attachments: N/A Development PRs: N/A