stan-dev / stan-dev/projpred

Convergence checks for additive submodels

Open
#479 4 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

additive
Dominant language
R
Stars
114
Forks
31
PR merge metrics
No merged PRs in 30d

Description

As mentioned in #478, the convergence checks for additive models are probably still incomplete, even with PR #478 being merged now. I have added corresponding TODO comments in the code, lines https://github.com/stan-dev/projpred/blob/97c5bea9cafd041c8b2de4dd1b3aa56a97e3e469/R/divergence_minimizers.R#L1022-L1023 and https://github.com/stan-dev/projpred/blob/97c5bea9cafd041c8b2de4dd1b3aa56a97e3e469/R/divergence_minimizers.R#L1025-L1028

@AlejandroCatalina, do you know if (and if yes, how) we could improve our check for convergence of the submodel fits from fit_gam_callback() and fit_gamm_callback()?

Contributor guide

Open the contributing guide

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

Start in R/divergence_minimizers.R at the TODO comments on lines 1022-1028, then read fit_gam_callback() and fit_gamm_callback() and the context from PR #478. Determine what convergence information is currently checked for the additive-model submodel fits and what an adequate check should require. Done means the TODOs are resolved with an agreed convergence check for both callbacks.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.