Longer term, we should think about making an accessor which takes alpha_u, lambda_u, etc (values not indices) and does the extraction. If we don't have exactly the right value in the saved list, we should (by default) interpolate with an option for an exact solve.
(Something similar for the coef function in Michael's ExclusiveLasso package.)
https://github.com/michaelweylandt/MoMA/pull/37#discussion_r300016706
Longer term, we should think about making an accessor which takes alpha_u, lambda_u, etc (values not indices) and does the extraction. If we don't have exactly the right value in the saved list, we should (by default) interpolate with an option for an exact solve.
(Something similar for the
coeffunction in Michael'sExclusiveLassopackage.)