PUBDEV-7973 glm beta constraints not working #5842
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wendycwong
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Finished the performance test and it does not look like the fixes here affected the training time:
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@wendycwong can we also add a self-check that will test that the coefficients after training are within the bounds == the algorithm will do the check itself and will never return unexpected results |
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@michalk: Good idea. |
michalkurka
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michalkurka
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Add Michalk test Fix bug to change beta for numerical colummns Move beta constraints after application of LS added beta constraints tests Fixed bug on when to add beta constraints Add coefficient magnitude check to tests to make sure limits are respected. Allow user to specify beta_constraints as a python dict. Fixed bug when _non_negative=True Fixed Junit smoke test failure revert COD beta constraints but add extra after LS added final self-check to make sure coefficients are within beta constraints Copy xgboost and make the check for beta constraints defeatable for debugging purposes Rename monotonicity check to beta constraints check
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tomasfryda
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This PR fixes the problems in JIRA: https://h2oai.atlassian.net/browse/PUBDEV-7973.
This is a two part JIRA. One is to fix the problem with beta constraints not working and the other one is to add additional ways to specify beta constraints per Megan Kurka suggestion
Done: