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Implement variable of importance for projections and selectioc raito #58
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Hi Pau, It looks like you have this taken care of, but if you are interested in using my code you can take a look here: https://github.com/mdarmstr/selrpy https://github.com/mdarmstr/vipy Not the cleanest code, but I can incorporate if you want something taken off of your todo list. |
Hi Michael! Very cool that you have made some implementations of both functions 🤩 it will be very useful. So far, I have only started implementing the Since these two variable selection methods need the PLS model, I imagine a selector where the model is passed in as an attribute when the object is instantiated, something similar to 1.13.4. Feature selection using SelectFromModel. Then I think we should add a check that the estimator is of PLS type, and raise a exception otherwise. I will publish my Selector branch, and maybe once I have figured out the |
We can definitely pass the variable selection apparatus as an attribute for the Selector branch. I can see how that would work in a pipeline using external validation data. Do you think we should work towards getting it to talk with the cross validation module as well? https://scikit-learn.org/stable/modules/cross_validation.html |
Yes! absolutely, when we implement the API correctly we will be able to integrate with the CV module too 🤩. There is an example where I used a grid search and CV to find the number of components in the PLS model: https://paucablop.github.io/chemotools/get-started/brewing_regressor.html#training-a-pls-model |
@mdarmstr I have created a branch, we can start implementing there 🤓 |
Hi Pau, Sorry I'm just getting around to this, there were some unexpected tasks that arose. I'll try and begin work sometime this week! |
Hi Michael, |
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