Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Added GridSearchCV list that can help auto select among multiple models #328

Merged
merged 6 commits into from
Dec 16, 2020

Conversation

vsyrgkanis
Copy link
Collaborator

Added an sklearn extension in model_selection GridSearchCVList that you can pass a list of esitmators and list of parameter grids. Can be helpful for cross_val model selection outside of econml for first stages. Showed how to use that outside of econml in the Forest Learners basic example notebook.

@vsyrgkanis vsyrgkanis added the enhancement New feature or request label Nov 22, 2020
Copy link
Collaborator

@kbattocchi kbattocchi left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LGTM

Copy link
Collaborator

@kbattocchi kbattocchi left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

But consider covering the new code with tests

@vsyrgkanis vsyrgkanis merged commit cbb5948 into master Dec 16, 2020
@vsyrgkanis vsyrgkanis deleted the vasilis/gcvlist branch December 16, 2020 21:45
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
None yet
Development

Successfully merging this pull request may close these issues.

3 participants