CV Attributes #2733
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CV Attributes #2733
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Note that I'm always returning ElasticNet(...), even for Lasso models. This shouldn't make a difference as far as actual predictions go, but it may lead to confusion for a user who expects back a Lasso(...) model from LassoCV.
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agreed
we should sync with #2598 as it contains fixes too.
I need to find the time to review all this. Sorry guys
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@eshilts What is the status on this PR? I would like to see this merged |
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Sorry for the delay. I'll get on it this week. |
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Hi, if you are busy. I could cherry-pick your commits onto a new branch and finish this up. Should not take me much time. |
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addressed by @raghavrv recently |
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Partially completed #2709. I'm opening this pull request to get feedback on the implementation of best_*_ attributes for LassoCV and ElasticNetCV and ideas for how to test this further. I noticed some inconsistencies between LassoCV/ElasticNetCV and GridCV with Lasso/ElasticNet which makes it difficult to validate against GridCV.
I'll continue with RidgeCV, LassoLarsCV, etc assuming this looks good so far.