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Comments (6)

ankane avatar ankane commented on August 22, 2024

Hey @Aliciawyse, weights aren't currently supported right now, but happy to review a PR.

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Aliciawyse avatar Aliciawyse commented on August 22, 2024

Hey there @ankane thanks for the feedback!

Another quick question... Can your code do multivariable linear regression?

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Aliciawyse avatar Aliciawyse commented on August 22, 2024

Ah, I see that it does here.

def test_multiple_regression
👍

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ankane avatar ankane commented on August 22, 2024

Just added weights to LightGBM, so it should be a bit easier to add it to the other algorithms.

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ankane avatar ankane commented on August 22, 2024

Sorry for the noise. Weighted OLS is now on master 🎉

Eps::Model.new(data, weight: [1, 2, 3])  # pass an array
Eps::Model.new(data, weight: :weight)    # or a key in data

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Aliciawyse avatar Aliciawyse commented on August 22, 2024

Oh snaps! This is great! Thanks @ankane 💯 Giving this a try today!

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