OpenMendel / MendelIHT.jl

Iterative hard thresholding for l0 penalized regression

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iht_stepsize! for multivariate IHT does not include non-genetic contributions

biona001 opened this issue · comments

The gradients for genetic and nongenetic components are updated correctly, but the step size function somehow doesn't include nongenetic contributions. This means that mIHT may converge slower.