Default to Newton optimizer if less than 100 datapoints (#842, #870, #888)

R/R/prophet.R

@@ -1257,6 +1257,7 @@ fit.prophet <- function(m, df, ...) {
       object = model,
       data = dat,
       init = stan_init,
+      algorithm = if(dat$T < 100) {'Newton'} else {'LBFGS'},
       iter = 1e4,
       as_vector = FALSE
     )

python/fbprophet/forecaster.py

@@ -1114,6 +1114,7 @@ class Prophet(object):
             args = dict(
                 data=dat,
                 init=stan_init,
+                algorithm='Newton' if dat['T'] < 100 else 'LBFGS',
                 iter=1e4,
             )
             args.update(kwargs)