From e9c017ba017e8664593e6ed50707e83351ce3b3d Mon Sep 17 00:00:00 2001
From: Ben Letham <bletham@gmail.com>
Date: Tue, 7 May 2019 11:47:36 -0700
Subject: [PATCH] Default to Newton optimizer if less than 100 datapoints
 (#842, #870, #888)

---
 R/R/prophet.R                  | 1 +
 python/fbprophet/forecaster.py | 1 +
 2 files changed, 2 insertions(+)

diff --git a/R/R/prophet.R b/R/R/prophet.R
index fd971a9..337a349 100644
--- a/R/R/prophet.R
+++ b/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
     )
diff --git a/python/fbprophet/forecaster.py b/python/fbprophet/forecaster.py
index abd8182..d8096ca 100644
--- a/python/fbprophet/forecaster.py
+++ b/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)