Implement cross-validation for SGDBolasso

Question

Implement cross-validation for SGDBolasso

Closed this issue 8 years ago · 1 comments

SGDBolasso is sensitive to the choice of the penalization parameter alpha. We need to implement cross-validation for automating the choice of a good alpha.

Answer 1 · 2016-11-20T04:57:01.000Z

Implementation based on sklearn GridSearchCV has been merged.