Set default step for GLM and l2 penalization to a better value #189
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| elif self.solver == 'svrg': | ||
| elif self.solver == 'svrg' or self.solver == 'saga': | ||
| L = self._model_obj.get_lip_max() | ||
| if self.penalty == 'l2': |
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What if penalty is elastic-net ?
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Useful for comparison with scikit.