better validation scheme

cvxgrp / signal-decomposition

A simple and general framework for signal decomposition

BSD 3-Clause "New" or "Revised" License

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better validation scheme #3

Closed bmeyers closed 3 years ago

bmeyers commented 3 years ago

Originally, this PR was intended to fix some issues with the holdout validation method. It now also has a name change (theta --> weight) and some new component classes.