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univariate preselection based on RMSE, added new unit testing#88

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sandervh14 merged 1 commit intodevelopfrom
issue-#68-univariate_selection
Aug 13, 2021
Merged

univariate preselection based on RMSE, added new unit testing#88
sandervh14 merged 1 commit intodevelopfrom
issue-#68-univariate_selection

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@sborms
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@sborms sborms commented Aug 12, 2021

Model_building - univariate_selection

Model_building - univariate_selection

Changes made

  • added model_type parameter to compute_univariate_preselection() function
  • added preselect_rmse_threshold parameter to compute_univariate_preselection() function (such that preselect_auc_threshold parameter remains, to avoid backward compatibility API clashes)
  • separated compute_univariate_preselection() function into calculation for AUC (classification) and RMSE (regression)
  • changed get_preselected_predictors() function such that it picks predictors ordered based on metric computed before
  • modified documentation to indicate computation of AUC or RMSE depending on input
  • added new unit tests for univariate selection (tests\model_building\test_univariate_selection.py)

Linked issues

Resolves #68

@sborms sborms requested a review from sandervh14 August 12, 2021 09:59
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Looks good!! (Checked high-level. If there would be remaining issues, we'll notice and fix when testing on the regression MVP case.)

@sandervh14 sandervh14 merged commit 2c7b7e7 into develop Aug 13, 2021
@sandervh14 sandervh14 deleted the issue-#68-univariate_selection branch August 13, 2021 22:18
@sandervh14 sandervh14 linked an issue Aug 13, 2021 that may be closed by this pull request
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Model_building - univariate_selection

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