8000 [WIP] Handle n_samples > n_features efficiently for sparse matricies in RidgeCV by orausch · Pull Request #13327 · scikit-learn/scikit-learn · GitHub
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[WIP] Handle n_samples > n_features efficiently for sparse matricies in RidgeCV #13327

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[WIP] Handle n_samples > n_features efficiently for sparse matricies in RidgeCV #13327

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@orausch orausch commented Feb 28, 2019

Reference Issues/PRs

#13325

What does this implement/fix? Explain your changes.

RidgeCV currently inefficiently solves the normal equations when sparse matrices are solved and 'auto' is selected as a solver. This PR adds a dimension check before solving.

@jeromedockes jeromedockes mentioned this pull request Feb 28, 2019
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@orausch orausch closed this Jun 25, 2019
@orausch orausch deleted the ridgecv branch June 25, 2019 16:11
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