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License: MIT License
The holdout randomization test: feature selection using black box predictive models
License: MIT License
Greetings @tansey .
I'm curious to know why you you do cross-validation twice in hrt/examples/ccle/main.py
.
fit_cv
has a loop that iterates over the folds
variable (first CV), and it calls fit_elastic_net_ccle
which uses ElasticNetCV
with cv=nfolds
(second CV).
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