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Add support for passing categoricals to Glm as-is #30

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jwdink opened this issue Feb 1, 2023 · 0 comments
Open

Add support for passing categoricals to Glm as-is #30

jwdink opened this issue Feb 1, 2023 · 0 comments
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enhancement New feature or request

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@jwdink
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jwdink commented Feb 1, 2023

It would not be very difficult to update Glm to handle categorical columns natively: i.e. run them through LabelEncoder then pass that to a torch.nn.Embedding layer instead of torch.nn.Linear.

This would improve performance immensely for high-cardinality categorical features (esp. since sparse-matmul seems to be pretty slow).

@jwdink jwdink added the enhancement New feature or request label Feb 1, 2023
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