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DebiasedLasso implementation. #138

Merged
merged 7 commits into from
Nov 13, 2019
Merged

DebiasedLasso implementation. #138

merged 7 commits into from
Nov 13, 2019

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moprescu
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@moprescu moprescu commented Nov 6, 2019

  • Added DebiasedLasso algorithm as a Lasso extension
  • Moved all the lasso extensions to a sklearn_extensions file
  • Fixed some bugs and wrote more tests

DebiasedLasso implementation.
76a2e2e 
* Added DebiasedLasso algorithm as a Lasso extension
* Moved all the lasso extensions to a `sklearn_extensions` file
* Fixed some bugs and wrote more tests
@moprescu moprescu self-assigned this Nov 6, 2019
@moprescu moprescu added the enhancement New feature or request label Nov 6, 2019
kbattocchi
kbattocchi requested changes Nov 6, 2019
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Mostly looks great. I've got a bunch of minor suggestions.

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@moprescu moprescu force-pushed the moprescu/debiased_lasso branch from 715db4c to d3eb01e Compare November 13, 2019 00:49
@moprescu moprescu requested a review from kbattocchi November 13, 2019 02:41
@moprescu moprescu force-pushed the moprescu/debiased_lasso branch from 7ccf79c to 1eeace9 Compare November 13, 2019 03:26
kbattocchi
kbattocchi approved these changes Nov 13, 2019
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Looks good

@moprescu moprescu merged commit ea70b12 into master Nov 13, 2019
This was referenced Nov 19, 2019
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@moprescu moprescu deleted the moprescu/debiased_lasso branch March 27, 2020 15:26
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@kbattocchi kbattocchi kbattocchi approved these changes

@vasilismsr vasilismsr Awaiting requested review from vasilismsr

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@moprescu @kbattocchi