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Consider wider tolerance on optimization of lambda for logistic loss #11

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chadhazlett opened this issue Aug 2, 2017 · 1 comment
Open

Consider wider tolerance on optimization of lambda for logistic loss #11

chadhazlett opened this issue Aug 2, 2017 · 1 comment

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@chadhazlett
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The optimization for choosing lambda is working great, but with larger samples seems to spend a long time working on the 5th or 6th significant digit, so worth considering smarter tolerance choice or limiting number of iterations.
@lukesonnet
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I'll implement this before doing a bunch of simulations to see how it works. Should probably be fine.

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@lukesonnet @chadhazlett