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Projection predictive variable selection
https://mc-stan.org/projpred/
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Clarify doc for refit_prj #489

Closed avehtari closed 10 months ago

avehtari commented 11 months ago

cv_varsel doc says:

refit_prj: For the evaluation part, should the submodels along the predictor ranking be fitted again (TRUE) or should their fits from the search part be re-used (FALSE)?

I think this sentence would need to be clarified to avoid possible confusion with refitting meaning running MCMC. Maybe rewrite as

refit_prj: For the evaluation part, should the submodels along the predictor ranking be projected again using ndraws_pred draws or nclusters_pred clusters (TRUE) or should their projections from the search part, which used ndraws draws or nclusters clusters, be re-used (FALSE)?

fweber144 commented 10 months ago

I agree. Just want to add that there might be more places (in the docs and/or vignettes) where terminology such as "submodel fit" or "fitting a submodel" is used. Those places would have to be adapted, too.

fweber144 commented 10 months ago

For

should the submodels along the predictor ranking be projected again

something like

should the projections onto the submodels along the predictor ranking be performed again

might be a little more appropriate, as we are projecting the reference model onto the submodels.