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Comment in enet_coordinate_descent_gram #524

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lorentzenchr opened this issue Feb 20, 2022 · 0 comments

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lorentzenchr commented Feb 20, 2022 •

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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.

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