GLM: fix cv_computeAndSetOptimalParameters

[exalate-issue-sync]

This ticket deals with 2 bugs in {{cv_computeAndSetOptimalParameters}} .

• Submodels in different folds can have different {{alpha}}, and {{lambda}} parameters which is a problem since we take the parameters only from the 1st cv model and assume they are the same across the folds.
• Early stopping in parameter selection in {{cv_computeAndSetOptimalParameters}} is well defined only if there is just one {{alpha}} value which is not always the case.

[exalate-issue-sync]

Tomas Fryda commented: Performance benchmark results:

!image.png|width=838,height=235!

[h2o-ops]

JIRA Issue Details

Jira Issue: PUBDEV-8620
Assignee: Tomas Fryda
Reporter: Tomas Fryda
State: Resolved
Fix Version: 3.36.1.1
Attachments: Available (Count: 1)
Development PRs: Available

[h2o-ops]

Attachments From Jira

Attachment Name: image.png
Attached By: Tomas Fryda
File Link:https://h2o-3-jira-github-migration.s3.amazonaws.com/PUBDEV-8620/image.png

[h2o-ops]

Linked PRs from JIRA

#6102