R base function glm() uses Fishers Scoring for MLE, while the glmnet uses the coordinate descent method to solve the same equation ? Coordinate descent is more time efficient than Fisher Scoring as fisher scoring calculates the second order derivative matrix and some other matrix operation which makes it space and time expensive, while coordinate descent can do the same task in O(np) time.
Why R base function uses Fisher Scoring or this method has advantage over other optimization methods? What will be comparison between coordinate descent and Fisher Scoring ? I am relatively new to do this field so any help or resource will be helpful Regards Vij ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
