degrees should not be NULL by default?

tlverse / hal9001

🤠 📿 The Highly Adaptive Lasso

https://tlverse.org/hal9001

GNU General Public License v3.0

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degrees should not be NULL by default? #45

Closed nhejazi closed 5 years ago

nhejazi commented 5 years ago

Currently, by default, fit_hal fits the lasso on the full set of interactions between all covariates presented to it. This is extremely slow and/or impractical for even modestly large data sets. Perhaps it ought to be changed?

nhejazi commented 5 years ago

Addressed by https://github.com/tlverse/sl3/pull/215 for the most common use cases