Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

adding sequential all to top method #131

Open
cmatKhan opened this issue Nov 25, 2024 · 0 comments
Open

adding sequential all to top method #131

cmatKhan opened this issue Nov 25, 2024 · 0 comments
Assignees

Comments

@cmatKhan
Copy link
Member

I think if we do the "all" result from lasso res outside of the dict, and then take the sig predictors from that, we can subset the X with those sig predictors and then run the lasso bootstrap function using that subset of X.

That would then get set into lasso_res as "top" and then everything else would be the same.

I think that argues for a function to generate the lasso_res with an if/else to set the method (something like "all_top" or "all_sequential_top")

-- the goal here is to do as little as possible. I think lasso_res['all'] is the one that must exist after the "connection point" where "final_coefficient_set" (not the right term, but something like that) is created. So, as long as lasso_res['all'] exists, we shouldn't have to change anything below that point (i think).

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants