feedzai / fairgbm

Train Gradient Boosting models that are both high-performance *and* Fair!

Home Page:https://arxiv.org/abs/2209.07850

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Keep only the latest Lagrange multipliers

AndreFCruz opened this issue · comments

Summary

  • We currently keep all Lagrange multipliers from all iterations;
  • I don't really recall why this was done in the first place, but we can probably keep only the latest iteration now 🙂

Let's close this, keeping the lagrange multipliers for all iterations is needed to support the "revert iteration" calls.