Comprehensive API for selection - to be used in tw-experimentation

transferwise / hisel

Feature selection tool based on Hilbert-Schmidt Independence Criterion

Apache License 2.0

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Comprehensive API for selection - to be used in tw-experimentation #30

Closed claudio-tw closed 1 year ago

claudio-tw commented 1 year ago

Context

This PR includes the code for the full API of the feature selection util. It will demonstrated with the canonical feature vector, and it will be used to produce the cached selection in the feature vector.

Checklist

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