JuliaAI / JuliaAI/MLJLinearModels.jl

Documentation

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long-term
Dominant language
Julia
Stars
86
Forks
15
PR merge metrics
No merged PRs in 30d

Description

(see branch docs)

  • the fact that, when we can, we avoid doing hcat(X, 1)
  • use IterativeSolvers.cg and not IterativeSolvers.lsqr as it allows specifying the operator as a linear map which is efficient and avoids copying when having to add a column for X; anyway it should be identical apart from pathological cases
  • robust regression with concomitant scale estimation, not done yet
  • LAD/quantile explain weight clipping for pathological zero residual
  • generally detail how algos do IWLS etc so that it's 100% clear what is being done
    • Newton
    • NewtonCG (explain briefly then link to Optim)
    • LBFGS (explain briefly then link to Optim)
    • IWLSCG

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

The issue refers only to a “docs” branch and names no files, tests, or entry points; start by locating that branch and its documentation structure. Done means completing the checklist: document solver choices, robust regression limitations, LAD/quantile weight clipping, and the Newton, NewtonCG, LBFGS, and IWLSCG algorithms.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
documentation, machine-learning
Issue type
Documentation
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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