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Published 20 hours ago • verified publisher icon pbreheny

Mixed penalties

Open pbreheny opened this issue 2 years ago • 0 comments

It would be nice to allow the user to specify penalty as a vector so that different penalties could be used for different groups. For example, if some groups may be splines but others, we wish to carry out bi-level selection.

pbreheny avatar Dec 22 '22 19:12 pbreheny