Changelog

All notable changes to alsgls will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

0.3.0 - 2024-01-XX

Added

• High-level ALSGLS estimator with scikit-learn API

• ALSGLSSystem for statsmodels-style system estimation

• Automatic rank selection with rank="auto"

• Comprehensive documentation with Sphinx

Changed

• Improved conjugate gradient solver stability

• Better memory usage tracking

• Enhanced convergence diagnostics in info dict

Fixed

• Numerical stability for near-singular matrices

• Edge cases in diagonal floor handling

0.2.0 - 2024-01-XX

Added

• EM baseline implementation (em_gls) for comparison

• Matrix-free conjugate gradient solver

• Woodbury matrix identity optimization

• Performance benchmarking scripts

Changed

• Refactored core operations into ops.py

• Improved simulation functions

• Better default parameters

0.1.0 - 2024-01-XX

Added

• Initial release

• Core als_gls function

• Basic simulation utilities

• MSE and NLL metrics

• Example scripts