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[query] add max_iterations and tolerance parameters to all iterative regressions #11759

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merged 14 commits into from
May 13, 2022

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danking
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@danking danking commented Apr 12, 2022

CHANGELOG: hl.logistic_regression_rows, hl.poisson_regression_rows, and hl.skat all now support configuration of the maximum number of iterations and the tolerance.

I had to make some fixes to how we count the number of iterations. It was quite screwy. Now it should reliably report the correct number of iterations regardless of failure, non-convergence, or explosion.

This was requested on Zulip.

@danking danking force-pushed the max-iter-for-non-linear-regressions branch from ecfc369 to 99877f6 Compare April 12, 2022 18:52
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looks good. This PR would have been so tiny if we could delete the Scala implementation today :(

…regressions

CHANGELOG: `hl.logistic_regression_rows`, `hl.poisson_regression_rows`, and `hl.skat` all now support configuration of the maximum number of iterations and the tolerance.

This was requested [on Zulip](https://hail.zulipchat.com/#narrow/stream/127634-Feature-Requests/topic/Convergence.20issues.20with.20hl.2Elogistic_regression_rows).
@danking danking force-pushed the max-iter-for-non-linear-regressions branch from 99877f6 to 20973b0 Compare April 15, 2022 17:13
@danking danking force-pushed the max-iter-for-non-linear-regressions branch from 91fdcd3 to b5058a1 Compare April 20, 2022 16:02
@danking danking merged commit 06692d1 into hail-is:main May 13, 2022
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2 participants