search

mathurinm / andersoncd

This code is no longer maintained. The codebase has been moved to https://github.com/scikit-learn-contrib/skglm. This repository only serves to reproduce the results of the AISTATS 2021 paper "Anderson acceleration of coordinate descent" by Quentin Bertrand and Mathurin Massias.
BSD 3-Clause "New" or "Revised" License
18 stars 6 forks source link

Investigate apcg #12

Closed QB3 closed 3 years ago

QB3 commented 3 years ago

I pushed an example where apcg does not identify the support with 3 features in sparse logreg

mathurinm commented 3 years ago

For me APCG does not have the support identification property because it never forgets the initial support. One could imagine a pass of regular cd from time to time to fix this