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Small Refactoring towards Stability #2

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SpyrosMouselinos wants to merge 1 commit into gdmarmerola:master from SpyrosMouselinos:StabilityFix

SpyrosMouselinos commented Jun 7, 2021

Notes:

Added CG instead of L-BFGS-B.

No constraints are used so there is no need to use it.
On the other hand CG has convergence gurantees.

Added intercept support in the OnlineRegression method since the beta_0 variable was unused.
Changed the np.sum operation to np.mean.

Sum may work in small buffer sizes but can easily lead to instability, especially when including the intercept
Mean is more numerically stable since it reduces the overall magnitude of the minimization process


          Added CG instead of L-BFGS-B which is a constraint optimization algor…

8dd0c46

…ithm. Added intercept support

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