Sparse penalties are cast to dense when expanded for categorical features
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- Dominant language
- Python
- Stars
- 386
- Forks
- 36
- Avg merge
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- Merged PRs (30d)
- 2
Description
As a separate issue, we're still casting sparse penalties to dense when expanding them. It might be worth revisiting.
Originally posted by @lbittarello in https://github.com/Quantco/quantcore.glm/pull/409#pullrequestreview-762388950
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
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- Open a pull request that references the issue number.
Research direction
The issue does not name files or tests. Start by tracing how penalties are expanded for categorical features and identify where sparse penalties become dense; done means the expansion preserves sparse penalties without changing the resulting model behavior.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100