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DOC add more developer doc in RidgeGCV #29857
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I will have a look. |
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Thank you, @glemaitre, for taking this on. I have a few suggestions.
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What bothers me the most, and has caused issues, is that _RidgeGCV
is not a valid estimator.
Co-authored-by: Stefanie Senger <91849487+StefanieSenger@users.noreply.github.com>
I like it, thank you @glemaitre. |
Co-authored-by: Stefanie Senger <91849487+StefanieSenger@users.noreply.github.com>
When working on fixing a couple of issues in
RidgeCV
(eg. #29634), we find out that it is not particularly easy to understand the different code path and what is_RidgeGCV
without going into details in the maths of the references.I'm trying to provide a higher level explanation in the docstring of
_RidgeGCV
to have a quick overview of what is going on.