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I think, the comments https://github.com/Quantco/glum/blame/main/src/glum/_cd_fast.pyx#L115_L116 need to be updated. I guess the definition of the argument q changed during some code optimization from q = X^T y to q = X^T (y - X w) which corresponds to q= -grad = -X^T grad_per_row.
q
q = X^T y
q = X^T (y - X w)
q= -grad = -X^T grad_per_row
The text was updated successfully, but these errors were encountered:
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I think, the comments https://github.com/Quantco/glum/blame/main/src/glum/_cd_fast.pyx#L115_L116 need to be updated.
I guess the definition of the argument
qchanged during some code optimization fromq = X^T ytoq = X^T (y - X w)which corresponds toq= -grad = -X^T grad_per_row.The text was updated successfully, but these errors were encountered: