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transferwise / hisel

Feature selection tool based on Hilbert-Schmidt Independence Criterion
Apache License 2.0
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HSIC Lasso regularisation curve - Autoselect #21

Closed claudio-tw closed 1 year ago

claudio-tw commented 1 year ago

Context

The notebook regcurves.ipynb, despite demonstrating lasso paths and regularisation curves, does not showcase the method autoselect of the class HSICSelector. Therefore, in this PR, we add a few cells to regcurves.ipynb to showcase this method.

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