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Fix glum issue-872#408

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Luca Bittarello (lbittarello) merged 1 commit intoQuantco:mainfrom
mlondschien:glum-issue-872
Nov 7, 2024
Merged

Fix glum issue-872#408
Luca Bittarello (lbittarello) merged 1 commit intoQuantco:mainfrom
mlondschien:glum-issue-872

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@mlondschien
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but this fixes Quantco/glum#872 for me. I still get a warning

Iteration 99:   8%|████████████▎                                                                                                                                     | 0.42/5.0 [0.07s/it, gradient norm=3.834443702192064]
/Users/mlondschien/mambaforge/envs/icu-experiments/lib/python3.10/site-packages/glum/_solvers.py:336: ConvergenceWarning: IRLS failed to converge. Increase the maximum number of iterations max_iter (currently 100)
  warnings.warn(

@stanmart
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Interesting, probably some float underflow/underflow? Not sure tbh, but the fix looks good, and if it works... :)

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GeneralizedLinearRegressor(scale_predictors=True) raises for highly variable column variances

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