transferwise / hisel

Feature selection tool based on Hilbert-Schmidt Independence Criterion
Apache License 2.0
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Build and distribute - no cython #11

Closed claudio-tw closed 1 year ago

claudio-tw commented 1 year ago

Context

The implementation of least-angle regression used cython for performance. The performance gain does not justify the complexity that this entails. At this stage of the project, using pure python is enough. This PR gives a python-only implementation of the feature selection methodology.

Moreover, after this PR is merged, the library should be ready to be released and published to arti.

Checklist

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

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