Open jchiquet opened 5 years ago
We discussed with @pneuvial and @HenrikBengtsson about the opportunity to have a working version of the model that includes the (true) intercept.
We start by adding an option intercept=TRUE|FALSE in positiveFusedLasso() (and later, in the above functions as well).
intercept=TRUE|FALSE
positiveFusedLasso()
Basic maths derivation attached, do not have time to write them clean
.
We discussed with @pneuvial and @HenrikBengtsson about the opportunity to have a working version of the model that includes the (true) intercept.
We start by adding an option
intercept=TRUE|FALSEinpositiveFusedLasso()(and later, in the above functions as well).Basic maths derivation attached, do not have time to write them clean
.