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Implement ordinal regression GLM (ordered_logistic_glm_lpmf) #1251

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t4c1 opened this issue May 23, 2019 · 0 comments
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Implement ordinal regression GLM (ordered_logistic_glm_lpmf) #1251

t4c1 opened this issue May 23, 2019 · 0 comments
Milestone
3.0.0

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@t4c1
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t4c1 commented May 23, 2019

Description

Implement a GLM for ordinal regression.

Example

ordered_logistic_glm_lpmf(y, x, beta, cuts) should be equivalent to ordered_logistic_lpmf(y, x * beta, cuts).

Expected Output

The new GLM should use analytically derived gradients and GPU to be faster than the existing option how to implement ordinal regression.

Current Version:

v2.19.1
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@t4c1 @serban-nicusor-toptal