Closed JamesYang007 closed 2 months ago
ad.matrix.one_hot
. It should one-hot encode the specified columns of mat
with user-provided levels.ad.matrix.standardize
. It should take in a vector of centers and scales.Things to check:
glinternet
center/standardize the columns with cont-cont? Seems center/standardize original features, then center/standardize further the interaction terms.glinternet
apply penalty for cont-cont groups? Given the above point, the penalty should just be sqrt(3) (sqrt of the group size).glinternet
output.
Would be nice to support glinternet.