search

csinva / imodels

Interpretable ML package 🔍 for concise, transparent, and accurate predictive modeling (sklearn-compatible).
https://csinva.io/imodels
MIT License
1.35k stars 120 forks source link

efficient cv #124

Closed OmerRonen closed 1 year ago

OmerRonen commented 2 years ago

closes #121

OmerRonen commented 2 years ago

@csinva take a look and tell me what you think - I think we should also change the scoring argument to be a scoring function.

csinva commented 2 years ago

Thanks for the really helpful comments Nick, very nice! @OmerRonen do you think you can handle the comments? Let me know if you're busy and I can take a crack.

Innixma commented 1 year ago

I know it has been awhile, but I am still interested in adding this model to AutoGluon, and any performance enhancements (such as this PR and #125) to make searching for the optimal reg_param very fast relative to the original model training will go a long way to making it feasible.

csinva commented 1 year ago

@OmerRonen @aagarwal1996 Can either of you take a look? Sorry I'm busy with the new job but don't want to leave Nick hanging.

Would be really awesome to have HSTree be part of AutoGluon (esp. since we've seen it perform well in a bunch of cases).

OmerRonen commented 1 year ago

@csinva really sorry about that -- i will handle this.

OmerRonen commented 1 year ago

I'm having trouble with imodels permissions, I created a new PR https://github.com/csinva/imodels/pull/174 @Innixma , @csinva