search

JamesYang007 / adelie

A fast and flexible Python package for solving group lasso and elastic net problems.
https://jamesyang007.github.io/adelie/
MIT License
13 stars 0 forks source link

CV change validation loss #71

Closed JamesYang007 closed 3 months ago

JamesYang007 commented 3 months ago

All validation losses can be written as full-data loss minus training-fold loss. This works for all GLMs and is especially needed for cox.