dask / dask-glm

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SVD solver

mathdugre opened this issue · comments

Hi,

In my current project, my team needs to use RidgeRegression with an SVD solver.
I implemented an initial version here, based on the sklearn implementation.

I also made an draft version for a RidgeRegressor to require an alpha parameters. However, I saw #102 suggesting to move the estimator to https://github.com/dask/dask-ml/blob/main/dask_ml/linear_model/glm.py.

If there's interest in having the solver and estimator integrated into this project, I would be happy to work on it.