SVD solver
- Dominant language
- Python
- Stars
- 78
- Forks
- 47
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Description
Hi,
In my current project, my team needs to use RidgeRegression with an SVD solver.
I implemented an initial version [here](https://github.com/mathdugre/dask-glm/commit/bebf23b5040426da3755bf2c3032a871a165fec5?diff=split), based on the [sklearn implementation](https://github.com/scikit-learn/scikit-learn/commit/814ad9ba14ea1f53da353368d34daf89061cf92e#diff-e7a1a6bac747c5273cc1e858fb418e7a86ceb453dc8a9ba92839da3d69932ba9).
I also made an draft version for a RidgeRegressor to require an `alpha` parameters. However, I saw https://github.com/dask/dask-glm/pull/102 suggesting to move the estimator to https://github.com/dask/dask-ml/blob/main/dask_ml/linear_model/glm.py.
If there's interest in having the solver and estimator integrated into this project, I would be happy to work on it.
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