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[Feature] Add Broken adaptive ridge to PLP #395

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egillax opened this issue Jun 15, 2023 · 0 comments
Open

[Feature] Add Broken adaptive ridge to PLP #395

egillax opened this issue Jun 15, 2023 · 0 comments

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@egillax
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egillax commented Jun 15, 2023

It's an L0 approximated logistic regression model. Resulting in very sparse models. This would add one more dependency in suggests. There is a package here built on top of Cyclops.

It's already been implemented here in a branch.
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