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@ogrisel ogrisel commented May 25, 2022

This is an attempt to add a new test for scikit-learn#23314 (comment) but now I have np.linalg.LinAlgError raised in the fallback _solve_singular_cholesky branch.

I have no time to investigate more today. Feel free to take over @lorentzenchr if you wish. Otherwise I will try to investigate more later.

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Thanks @ogrisel. I won't be able to work on it the next couple of days. But we are in no rush 😉

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ogrisel commented May 26, 2022

Yes, same on my side.

@lorentzenchr lorentzenchr changed the title WIP colinear design in GLMs FIX solver for singular cases in GLMs May 31, 2022
@lorentzenchr lorentzenchr merged commit 2381298 into lorentzenchr:glm_newton_cholesky May 31, 2022
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