Sort features by decreasing relevance when testing lar implementation

transferwise / hisel

Feature selection tool based on Hilbert-Schmidt Independence Criterion

Apache License 2.0

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Sort features by decreasing relevance when testing lar implementation #10

Closed claudio-tw closed 1 year ago

claudio-tw commented 1 year ago

…least-angle regression

Context

To optimize the code, our implementation of least-angle regression does not sort the feature before returning. During tetst, when pyHSICLasso is used for reconciliation purposes, this makes the reconciliation impossible to perform on a one-to-one basis. This PR proposes to sort the features returned by our implamentation of lar when testing.

Checklist

[x] Change meets or does not compromise the Baseline Security Requirements

wise-github-bot-app[bot] commented 1 year ago

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