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In multiple issues, it seems that practitioners had problems selecting the regularization parameter alpha, and a lot of them do not know the value of alpha_max.
Maybe we could implement an alpha_max method for popular estimators.
The text was updated successfully, but these errors were encountered:
It regularly pops up because people are not aware of this and use an alpha_max that way too small. I don't know how to fix this in a unified fashion (it does not apply to L2 regularized problems for example).
I think having an example to point to, at least, would make answering the same question repeatedly easier.
mathurinm
changed the title
FEAT - Add alpha_max mehods?
FEAT - Add alpha_max methods to estimators
May 31, 2024
Description of the feature
In multiple issues, it seems that practitioners had problems selecting the regularization parameter
alpha
, and a lot of them do not know the value ofalpha_max
.Maybe we could implement an
alpha_max
method for popular estimators.The text was updated successfully, but these errors were encountered: