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Moving low-level iterative solver primitives to raft::solver #923

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@cjnolet cjnolet commented Oct 17, 2022

We've planned to move these for quite awhile and the codebase has finally been organized in a way that can accep them. The goal here is not to move over entire end-to-end GLM algorithms, but rather just move the underlying solvers (e.g. lbfgs/owl, sgd, cd, smo, lars, etc...) and then continue to clean up and refactor, consolidate and unify their APIs to accept more generic objectives.

I'm hoping @teju85's cg solver might eventually be moved here as well.

Closes #374

@cjnolet cjnolet added improvement Improvement / enhancement to an existing function non-breaking Non-breaking change labels Oct 17, 2022
@cjnolet cjnolet requested review from a team as code owners October 17, 2022 18:08
@cjnolet cjnolet marked this pull request as draft October 17, 2022 18:09
@github-actions github-actions bot removed the CMake label Oct 20, 2022
@github-actions github-actions bot added the CMake label Oct 20, 2022
@cjnolet cjnolet changed the base branch from branch-22.12 to branch-23.02 January 10, 2023 21:35
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[FEA] Move solvers from cuml to raft
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