Update Version 1.0.1
suecharo opened this issue · 1 comments
suecharo commented
Update Version 1.0.1
suecharo commented
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Added the Gram matrix normalization
Thanks to this modification, the HSIC score takes [0 1].
More specifically, let us denote K as the normalized Gram matrix by its Frobenius norm.
Then, trace(K*K) = 1.Due to the modification, I also slightly modified the selected features list
in test_classification.py and test_+regression.py to pass the tests. -
Modified the README.md
Included the following lines:
>>> from pyHSICLasso import HSICLasso
>>> hsic_lasso = HSICLasso()
This would help users to use our package.
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Sorting A with respect to feature importance (beta)
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The feature importance of the last selected feature was zero. Thus, I fixed.
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Due to sorting A, I rewrite the unit tests.