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constrained GLM issues: 1. constrained not satisfied, 2. duplicate/conflicting contrains error thrown #16312

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wendycwong opened this issue Jun 26, 2024 · 2 comments
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constrained GLM issues: 1. constrained not satisfied, 2. duplicate/conflicting contrains error thrown #16312

wendycwong opened this issue Jun 26, 2024 · 2 comments
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3.48.0.1

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wendycwong commented Jun 26, 2024 •
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Support ticket: https://support.h2o.ai/a/tickets/108488

Issue 1. Constraints are not strictly satisfied;
Issue 2. NPE when specifying beta constraints
Issue 3. Constraints that are not conflicting or duplicated but are detected to be such by the code.
@wendycwong wendycwong added the bug label Jun 26, 2024
@wendycwong wendycwong self-assigned this Jun 26, 2024
wendycwong pushed a commit that referenced this issue Jul 1, 2024
GH-16312: fix wrong error raised by duplicated/conflicted constraints.
fc5ac52
@wendycwong wendycwong mentioned this issue Jul 1, 2024
Merged
wendycwong pushed a commit that referenced this issue Jul 16, 2024
GH-16312: add assert check to test per Veronika suggestion.
3542e77
wendycwong pushed a commit that referenced this issue Jul 16, 2024
GH-16312: fix tests after fixing constrained GLM bugs.
f1f1f41
wendycwong pushed a commit that referenced this issue Jul 23, 2024
GH-16312: fixed NPE error in checkCoeffsBounds
761651d
@wendycwong wendycwong added this to the 3.46.0.5 milestone Jul 25, 2024
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issues 2/3 are resolved due to bugs in implementation.
issue 1 is due to algorithm arriving at line search failure or arriving at a state where no further progress can be made. When this happens before the constraints are satisfied, we are stuck with solution that do not satisfy all constraints.

wendycwong pushed a commit that referenced this issue Jul 26, 2024
GH-16312: fix test failure.
492c3e4
wendycwong added a commit that referenced this issue Aug 9, 2024
@wendycwong
GH-16312 constrainted glm issues [nocheck] (#16317)
17467da 
* Continue to double check algo.

* fix bug in gradient update.

* implemented various version of IRLSM

* Found GLM original with gradient magnitude change best

* GH-16312: fix wrong error raised by duplicated/conflicted constraints.

* force beta constraint to be satisfied at the end if it is not.

* GH-16312: add assert check to test per Veronika suggestion.

* GH-16312: fix tests after fixing constrained GLM bugs.

* GH-16312: fixed NPE error in checkCoeffsBounds

* GH-16312: fix test failure.

* remove conflicting constraint tests as we currently do not have the capability to do so right now.
* change dataset path from AWS to local
@valenad1 valenad1 modified the milestones: 3.46.0.5, 3.48.0.1 Aug 28, 2024
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@wendycwong moved milestone to next Major. It was merged to master

valenad1 added a commit that referenced this issue Aug 28, 2024
@valenad1
Remove #16312 from list. It will be part of major release
e416e14
valenad1 added a commit that referenced this issue Aug 28, 2024
@hannah-tillman @valenad1
GH-16374: 3.46.0.5 Release Notes (#16375)
8b80a7f 
* ht/first draft

sans:
- 16354: Removed Snyk check and migrated to Privy vulnerability check.
- 16348: Cleaned references to `erin-data` and `h2o-smalldata` buckets.
- 16347: Added sonatype scan to Jenkins scans.
- 16332: (Duplicate) part of 3.46.0.6

* ht/misplaced c/p fix

* ht/added 15989

* Remove #16312 from list. It will be part of major release

---------

Co-authored-by: Adam Valenta <[email protected]>
wendycwong added a commit that referenced this issue Sep 3, 2024
@wendycwong
GH-16312 constrainted glm issues [nocheck] (#16317)
d665e2b 
* Continue to double check algo.

* fix bug in gradient update.

* implemented various version of IRLSM

* Found GLM original with gradient magnitude change best

* GH-16312: fix wrong error raised by duplicated/conflicted constraints.

* force beta constraint to be satisfied at the end if it is not.

* GH-16312: add assert check to test per Veronika suggestion.

* GH-16312: fix tests after fixing constrained GLM bugs.

* GH-16312: fixed NPE error in checkCoeffsBounds

* GH-16312: fix test failure.

* remove conflicting constraint tests as we currently do not have the capability to do so right now.
* change dataset path from AWS to local
wendycwong added a commit that referenced this issue Sep 11, 2024
@wendycwong
GH-16312 constrainted glm issues [nocheck] (#16317) (#16383)
cd390df 
* Continue to double check algo.

* fix bug in gradient update.

* implemented various version of IRLSM

* Found GLM original with gradient magnitude change best

* GH-16312: fix wrong error raised by duplicated/conflicted constraints.

* force beta constraint to be satisfied at the end if it is not.

* GH-16312: add assert check to test per Veronika suggestion.

* GH-16312: fix tests after fixing constrained GLM bugs.

* GH-16312: fixed NPE error in checkCoeffsBounds

* GH-16312: fix test failure.

* remove conflicting constraint tests as we currently do not have the capability to do so right now.
* change dataset path from AWS to local
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