[FEATURE] Constrained Linear Regression

koaning / scikit-fairness

this repo might get accepted

https://scikit-fairness.netlify.app/

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Open koaning opened 4 years ago

koaning commented 4 years ago

Could a constrained linear regression not work?

koaning commented 4 years ago

This can be extended to also include L1, L2 loss. The problem looks quadratic so it should be solve-able with cvxpy.