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ENH Newton-CD part 2: add early_stopping to CD solvers - #34336

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OmarManzoor merged 3 commits into
scikit-learn:mainfrom
lorentzenchr:logistic_lasso_newton_part_2
Jun 19, 2026
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ENH Newton-CD part 2: add early_stopping to CD solvers#34336
OmarManzoor merged 3 commits into
scikit-learn:mainfrom
lorentzenchr:logistic_lasso_newton_part_2

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@lorentzenchr

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Reference Issues/PRs

Part 2 of #33160.

What does this implement/fix? Explain your changes.

This PR adds early_stopping to the private (Cython) coordinate descent solvers. If set to True, the CD checks convergence with the dual gap before entering the main iteration loop.

This has no user impact, the current behavior is kept (functionality only for future purposes).

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@lorentzenchr

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@OmarManzoor Part 2.

@OmarManzoor OmarManzoor left a comment

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Only minor comment related changes otherwise this looks fine. Thank you @lorentzenchr

Comment thread sklearn/linear_model/_cd_fast.pyx Outdated
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@OmarManzoor OmarManzoor left a comment

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LGTM. Thank you @lorentzenchr

@OmarManzoor
OmarManzoor merged commit ce5c7a9 into scikit-learn:main Jun 19, 2026
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@lorentzenchr
lorentzenchr deleted the logistic_lasso_newton_part_2 branch June 20, 2026 05:49
prady0t pushed a commit to prady0t/scikit-learn that referenced this pull request Sep 2, 2026
@jeremiedbb jeremiedbb mentioned this pull request Sep 8, 2026
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2 participants