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This repository has been archived by the owner on Dec 6, 2023. It is now read-only.
Liblinear implements the CD + glmnet right in the same paper? I just wanted to clarify if the new GLMnet is inherently much faster than CDN, or if you think there are places in the lightning code where we could speed up.
Something else to be careful about is the stopping criterion. If liblinear doesn't use the same as lightning, the meaning of tol will differ. The only objective way to compare is to plot the objective value over time.
@mblondel I'm not sure if this is meant to be, but I ran a quick few benchmarks.
I get times like these for a grid of 10 Cs from
np.logspace(-4, 4, 10)
time_lightning
time_logistic
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