Implement dual ridge regression for Allen2022#2383

Merged

KartikP merged 4 commits into

kp/dual-ridge-minimal

May 26, 2026

Commits on May 6, 2026

Implement dual ridge regression for memory optimization. Use only when n_samples < n_features. Scores identical. Memory magnitude lower. Runs faster.
KartikP
committed
Make dual ridge opt-in; only Allen2022 uses it
KartikP
committed

Commits on May 7, 2026

Loosen IT-ridge test tolerance to 0.01
KartikP
committed

Commits on May 8, 2026

Merge branch 'master' into kp/dual-ridge-minimal
KartikP
authored