[SYSTEMDS-3681] Add stepGLM builtin function.

[Bruno-Ignaz]

Hi,
This is a homework pull-requests for the course AMLs at TUB.
This is also my first pull-request :)

I refactored ./scripts/algorithm/StepGLM.dml into a importable function.

• Over 900 lines of code removed
• Replacement of global variables with function parameters
• Replacement of custom GLM solver glm_fit with adapter that uses the builtin solver m_gml from ./scripts/builtin/gml.dml
• Rewrite of the AIC calculation.

The probit inverse link function is now approximated (AIC calculation):

"it does not matter much whether one uses a probit model or a logit model, except in cases where data are heavily concentrated in the tails" (page 1487 in [1])

Additionally:

• ./scripts/algorithms/TestBuiltinStepGLM.dml performs two checks for function output.

Sources

[1]: Takeshi, Qualitative Response Models: A Survey (1981)

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 71.66%. Comparing base (b150d8e) to head (b7e64b8).
⚠️ Report is 92 commits behind head on main.

Additional details and impacted files

@@             Coverage Diff              @@
##               main    #2523      +/-   ##
============================================
+ Coverage     71.38%   71.66%   +0.27%     
- Complexity    48753    49336     +583     
============================================
  Files          1571     1580       +9     
  Lines        188912   190517    +1605     
  Branches      37067    37364     +297     
============================================
+ Hits         134857   136533    +1676     
+ Misses        43593    43464     -129     
- Partials      10462    10520      +58     

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[christinadionysio]

Thank you for you PR, @Bruno-Ignaz!
I have a few minor things that should be improved before we can push your code into the upstream. It would be appreciated if you could have a look.

[Bruno-Ignaz]

Thanks @christinadionysio for the detailed feedback!
Currently, I'm busy preparing for the exam.
The week after the 25th, I'm probably less distracted :)

[christinadionysio]

@Bruno-Ignaz could you please look at the failing github action? After this is fixed, I will merge it in.