The examples gallery provides working code samples demonstrating what can be done with the sparse_ho library.
Monitor custom metrics along hyperoptimization¶
Weighted Lasso with held-out test set¶
Lasso with Cross-validation¶
Lasso with held-out test set¶
Sparse logistic regression¶
Compare outer optimizers¶
Elastic net with held-out test set¶
Weighted Lasso versus Lasso on MEG¶
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