Fall back to Newton algorithm is slow
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- Python
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Description
During model fitting using LBFGS algorithm the optimization failed and the method fall back Newton is used.
`'Optimization terminated abnormally. Falling back to Newton.'`
Two main issues:
- Newton algorithm is slow (1s/it)
- It's not possible to set tol/customized number of iterations and other hyperparameters only for the fall back method
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