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[query] lower firth regression - #12816

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danking merged 9 commits into
hail-is:mainfrom
danking:firth-regression
Apr 7, 2023
Merged

[query] lower firth regression#12816
danking merged 9 commits into
hail-is:mainfrom
danking:firth-regression

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@danking

@danking danking commented Mar 22, 2023

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CHANGELOG: In Query-on-Batch, hl.logistic_regression('firth', ...) is now supported.

Forgive me: I cleaned up and unified the look of the (now three) fit methods.

A few of the sweeping cleanups:

  1. num_iter, max_iter, and cur_iter are now n_iterations, max_iterations, and iteration.
  2. Pervasive use of broadcasting functions rather than map.
  3. log_lkhd only evaluated on the last iteration (in particular, its not bound before the case)
  4. select as the last step rather than drop (we didn't drop all the unnecessary fields previously).
  5. select_globals to make sure we only keep the null_fit.

Major changes in this PR:

  1. Add no_crash to triangular_solve
  2. Split the epacts tests by type (now easy to run all firth tests with -k firth).
  3. Firth fitting and test. A straight copy from Scala. I honestly don't understand what this is doing.

@danking
danking force-pushed the firth-regression branch from e54ee0d to 89afe50 Compare April 7, 2023 16:30
@danking
danking merged commit a980f1c into hail-is:main Apr 7, 2023
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2 participants