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ELEX-2418-find-optimal-lambda #56
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When getting unit predictions for each fold Example runs:
Using Switching to use |
Description
We can pass a regularization constant to our model
lambda_
, but on election night we don’t know what the optimallambda_
is. Add a feature to the client that take options forlambda_
, the features and fixed effects. It should read in the data and use k-fold cross validation to find the optimal lambda as the lowest average MAPE on the k hold out sets. The function should probably return thelambda_
and the average MAPE.AC:
lambda_
values, the features and fixed effects we are using, any other inputs that are necessary and run k-fold cross validation to pick the bestlambda_
value to useJira Ticket
https://arcpublishing.atlassian.net/browse/ELEX-2418