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Optional MPLE existence check? #570

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mbojan opened this issue Jul 4, 2024 · 2 comments
Open

Optional MPLE existence check? #570

mbojan opened this issue Jul 4, 2024 · 2 comments

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@mbojan
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mbojan commented Jul 4, 2024

Some tests with bigger data show that MPLE existence checking in

if(! control$MPLE.type%in%c("penalized","logitreg")) mple.existence(pl)

is time-consuming and memory-hungry. It's an LP so I guess there are little chances of making it leaner (I'm not sure if there are LP implementations for sparse matrices etc...?). Perhaps we can make a control option to disable it on demand?

@krivit
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krivit commented Jul 10, 2024

We should be able to add a control parameter for that, sure.

krivit added a commit that referenced this issue Sep 29, 2024
@krivit
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krivit commented Sep 29, 2024

@mbojan , can you come up with a heuristic for determining whether a check would be too long? Right now, you can turn it off manually, but it would be nice to autodetect the conditions instead.

@mbojan mbojan self-assigned this Nov 2, 2024
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