Comments (1)
slundberg
commented on May 4, 2024
I forgot about the use_l1 option which existed to turn this off. However to allow better control in 806ade5 I changed this option to be l1_reg so user's can now control if they want l1_reg="bic", l1_reg="aic" or a number l1_reg=2.3. By default l1_reg="auto" turns on lasso feature selection only when the space of possible feature masks is not well sampled (< 20%).
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Related Issues (20)
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