-
Notifications
You must be signed in to change notification settings - Fork 0
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
multidms
fitting bug in func_effect_shifts.ipynb
#92
Comments
I merged the pull request that fixes this. But I would note, although I agree this new code makes sense, I'm not sure the prior code was truly a bug, was it? Starting each lasso from the results of the prior weight is also an arguably valid approach even if we think fitting each one independently is better, right? Or is there a reason why it was strictly speaking a bug before? |
@jbloom What I noticed is that the results varied pretty substantially depending on what values were used for the lasso sweep even though the 'final' analysis used the same lasso weight. I attached an image that shows how different lasso sweeps affect the final analysis even though each one uses the same 'final' lasso weight. I think the main downside is that this could be pretty confusing if you expect similar results for a particular lasso weight but they differ a lot depending on the other weights tested? |
Anyway, should have behavior you want now. |
While working on #86 , we encountered a bug in the lasso sweep code in the notebook
Here, the
model
object is only initialized once, meaning there is only a single set of parameters being re-fit for each of the lasso strengths in the loop. To fix this, we should simply need to move the model instantiation inside the loop.The text was updated successfully, but these errors were encountered: