From 4f4b73ed1ca43c4451af02c4c4b39ff19fa90807 Mon Sep 17 00:00:00 2001 From: Mamba413 Date: Mon, 6 May 2024 15:42:54 +0800 Subject: [PATCH] Update bess_base.py add description for information criterion --- python/abess/bess_base.py | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/python/abess/bess_base.py b/python/abess/bess_base.py index cad68a4d..805ed632 100644 --- a/python/abess/bess_base.py +++ b/python/abess/bess_base.py @@ -47,6 +47,14 @@ class bess_base(BaseEstimator): ic_type : {'aic', 'bic', 'gic', 'ebic', 'loss'}, optional, default='ebic' The type of criterion for choosing the support size if `cv=1`. + + The full name of each option: + - 'aic': Akaike information criterion + - 'bic': Bayesian information criterion + - 'gic': Generalized information criterion. It refers to "special information criterion" in Zhu, Junxian, et al. "A polynomial algorithm for best-subset selection problem." Proceedings of the National Academy of Sciences (2020). + - 'ebic': Extended Bayesian information criterion + - 'loss': Loss value + ic_coef : float, optional, default=1.0 Constant that controls the regularization strength on chosen information criterion.