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Recommended learners for mlr3
https://mlr3learners.mlr-org.com
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Implement internal tuning for cv.glmnet #301

Open sebffischer opened 3 months ago

sebffischer commented 3 months ago

mlr3 now supports the "internal_tuning" property, which can be implemented for learners that internally tune some hyperparameter. CV glmnet has this property, as it is able to tune the lambda.

However, to implement this property it must also be possible to set the internally tuneable parameter (lambda) to a specific value so that we can use it with an AutoTuner (lambda = to_tune(internal = TRUE)). We would therefore have to add this parameter tocv.glmnet.