Sebastian von den Hoff
Sebastian von den Hoff
I would like to know, if you plan to implement observation weights in the future, or if this isn`t planned anymore? And, of course, thanks a lot for your package.
Thanks a lot! I tried it out (on slightly different data than I provided), and can confirm sizable speedups. I use warm-starts for celer, so I guess the figures are...
> @sehoff hard to tell without the data but consider increasing max_iter, probably the solver is not very far from convergence.You can run it in verbose mode to see if...
> @sehoff support for weights (inifnite ones too) is here. Let us know how it works ! > @sehoff For very small alphas, I'd recommend using FISTA instead. Have a...