Moving low-level iterative solver primitives to raft::solver #923
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cjnolet wants to merge 42 commits intorapidsai:branch-23.02from
Draft
Moving low-level iterative solver primitives to raft::solver #923cjnolet wants to merge 42 commits intorapidsai:branch-23.02from
raft::solver #923cjnolet wants to merge 42 commits intorapidsai:branch-23.02from
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cjnolet
added
improvement
spot any bugs/syntax issues
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We've planned to move these for quite awhile and the codebase has finally been organized in a way that can accep them. The goal here is not to move over entire end-to-end GLM algorithms, but rather just move the underlying solvers (e.g. lbfgs/owl, sgd, cd, smo, lars, etc...) and then continue to clean up and refactor, consolidate and unify their APIs to accept more generic objectives.
I'm hoping @teju85's cg solver might eventually be moved here as well.
Closes #374