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ENH - implement intercept update for Poisson and Gamma datafits #189

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Merged
merged 2 commits into from
Oct 18, 2023
Merged

ENH - implement intercept update for Poisson and Gamma datafits #189

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ce37a8a
WIP intercept gamma
mathurinm Oct 6, 2023
de5c34d
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mathurinm Oct 10, 2023
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8 changes: 4 additions & 4 deletions skglm/datafits/single_task.py
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Original file line number Diff line number Diff line change
Expand Up @@ -498,8 +498,8 @@ def gradient_scalar_sparse(self, X_data, X_indptr, X_indices, y, Xw, j):
grad += X_data[i] * (np.exp(Xw[idx_i]) - y[idx_i])
return grad / len(y)

def intercept_update_self(self, y, Xw):
pass
def intercept_update_step(self, y, Xw):
return np.sum(self.raw_grad(y, Xw))


class Gamma(BaseDatafit):
Expand Down Expand Up @@ -555,8 +555,8 @@ def gradient_scalar(self, X, y, w, Xw, j):
def gradient_scalar_sparse(self, X_data, X_indptr, X_indices, y, Xw, j):
pass

def intercept_update_self(self, y, Xw):
pass
def intercept_update_step(self, y, Xw):
return np.sum(self.raw_grad(y, Xw))


class Cox(BaseDatafit):
Expand Down