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mblondel avatar mblondel commented on July 21, 2024

What is your point?

liblinear doesn't implement the same algorithm as lightning...

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MechCoder avatar MechCoder commented on July 21, 2024

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.

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mblondel avatar mblondel commented on July 21, 2024

Indeed liblinear uses CD + glmnet. Don't they compare with CD in the paper?

One bottleneck is the computation of logs and exponentials. Using some kind of approximation could result in a big speed up.

lightning uses dataset and loss function abstractions. I am not sure what is the overhead of virtual method calls.

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mblondel avatar mblondel commented on July 21, 2024

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.

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