fix handling of standard_error_threshold in feature selection#277
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cleboo wants to merge 4 commits into
Open
fix handling of standard_error_threshold in feature selection#277cleboo wants to merge 4 commits into
cleboo wants to merge 4 commits into
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I added another fix of the logic for "best" feature selection. The logic was actually the wrong way around (checking if the best value lies within the variation around the current value, instead of checking if the current value is inside the range around the best value). |
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Hi!
Love the package - really useful!
I noticed a bug in the
get_reduced_features_setmethod ofShapRFECVwhenbest_coherentorbest_parsimoniousis used: it does not actually take the variance of the evaluation metrics into account. Instead it uses the value ofstandard_error_thresholditself to set a lower bound for the metric when selecting the number of features to use.This pull request fixes that.
Best wishes and thanks for sharing your package!