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Implement the linear model feature selection from the paper #7

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smarie opened this issue Apr 12, 2022 · 0 comments
Open

Implement the linear model feature selection from the paper #7

smarie opened this issue Apr 12, 2022 · 0 comments

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@smarie
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smarie commented Apr 12, 2022

In the original M5 and M5' papers, linear models are automatically simplified by removing features one by one until adjusted performance decreases. This is not the case in current implementation.
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@smarie