Bruno-Ignaz opened a new pull request, #2523: URL: https://github.com/apache/systemds/pull/2523
Hi, This is a homework pull-requests for the course AMLs at TUB. This is also my first pull-request :) I refactored `./scripts/algorithm/StepGLM.dml` into a importable function. - Over 900 lines of code removed - Replacement of global variables with function parameters - Replacement of custom GLM solver `glm_fit` with adapter that uses the builtin solver `m_gml` from `./scripts/builtin/gml.dml` - Rewrite of the AIC calculation. The probit inverse link function is now approximated (AIC calculation): > "it does not matter much whether one uses a probit model or a logit model, except in cases where data are heavily concentrated in the tails" (page 1487 in [1]) Additionally: - `./scripts/algorithms/TestBuiltinStepGLM.dml` performs two checks for function output. ### Sources [1]: Takeshi, Qualitative Response Models: A Survey (1981) -- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. To unsubscribe, e-mail: [email protected] For queries about this service, please contact Infrastructure at: [email protected]
