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[WIP] HAL density learner #178

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[WIP] HAL density learner #178

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@nhejazi nhejazi commented Nov 13, 2018

An initial implementation of a highly adaptive lasso (HAL) learner designed exclusively for use with condensier.

This PR is a work-in-progress (WIP). It is not yet ready to be merged.

@nhejazi nhejazi changed the title HAL density learner [WIP] HAL density learner Nov 13, 2018
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nhejazi commented Nov 24, 2018

As noted in osofr/condensier#15, pooled hazards regressions, as implemented in the condensier package, appear to suffer from poor performance. Since the learner implemented in this PR is intended exclusively for use with this approach, this PR seems to be untimely. It may be worth revisiting at a later date.

@nhejazi nhejazi closed this Nov 24, 2018
@nhejazi nhejazi deleted the hal-density-fits branch December 19, 2018 16:01
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