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GLM: edit or remove calc_like parameter #16548

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maurever opened this issue Feb 13, 2025 · 1 comment
Open

GLM: edit or remove calc_like parameter #16548

maurever opened this issue Feb 13, 2025 · 1 comment
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@maurever
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Remove or edit calc_like parameter (Specify whether to return likelihood function value for HGLM or normal GLM. Setting this option to True while disabling HGLM will enable the calculation of the full log likelihood and full AIC. This option defaults to False (disabled).)

-> HGLM is a separate algorithm now

@maurever maurever added the bug label Feb 13, 2025
@tomasfryda
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I'd be in favor to editing this parameter. It still has meaning even after the HGLM moved to a separate algorithm.

For example when using Tweedie family (#6676), we can get something that's proportional to Tweedie likelihood when we fix the parameters but calculating the likelihood is too demanding with little benefit (useful only when the user cares about the exact metrics or if they want to do model selection).

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