Add option to not cross-fit nuisance parameters
idiazst opened this issue · 1 comments
idiazst commented
In some applications (e.g., with small samples) users might not want to cross fit, especially if only simple estimators (eg glm, mars) are used in SL.
nt-williams commented
Addressed in development, and sl3 branches. Instead of an extra argument, the user can just set folds = 1.