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rtavenar / SparseGroupLasso

BSD 2-Clause "Simplified" License
39 stars 18 forks source link

Gridsearch #4

Closed duemig closed 5 years ago

duemig commented 5 years ago

Hey there,

Nice implementation.

I was wondering how we can apply GridsearchCV to determine the optimal alpha.

Is there a way to adjust the code ?

Best, David

rtavenar commented 5 years ago

I just tried something in last commits (inherit from sklearn's Estimator class). Let me know if that helps.