In the case of multivariate regression, we may have a vector of alphas, of the same length as the number of features of the Y variable. We could modify the alpha_calib_check function so that it takes a float or a np.ndarray alpha as an argument and checks that all coordinates of alpha satrisfy the desired constraint.
Module
Calibration (API)
Contact Details
dalmau.joseba@gmail.com
Feature Request
In the case of multivariate regression, we may have a vector of alphas, of the same length as the number of features of the Y variable. We could modify the alpha_calib_check function so that it takes a float or a np.ndarray alpha as an argument and checks that all coordinates of alpha satrisfy the desired constraint.
A minimal example
No response
Version
v0.9
Environment