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R package notes #1

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bwlewis opened this issue Jul 14, 2014 · 1 comment
Open

R package notes #1

bwlewis opened this issue Jul 14, 2014 · 1 comment

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@bwlewis
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bwlewis commented Jul 14, 2014

We'll roll all these methods in to an R package.

But, the SVD Newton method will be the primary non-distributed method. We should add the following to it:

  1. R-like subset selection
  2. Full set of output stats

Also note that the termination criterion is not the same as R, we should change that.

@RoyiAvital
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I'd add to the documentation at http://bwlewis.github.io/GLM/ more intuition about how does applying the G function helps.
Namely if I do linear regression what would be the difference between minimizing the regular cost function to the logistic cost function.

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