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2 parents 8c49582 + c92f090 commit 2e67ee1Copy full SHA for 2e67ee1
1 file changed
epde/operators/common/sparsity.py
@@ -73,8 +73,8 @@ def fit(self, X, y, sample_weights):
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rho = np.dot(X[:, j], residual) + old_coef * norm_sq
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# Use CV-based Thresholding
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- # threshold = cv[j] * y_sq_sum
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- threshold = cv[j] * self.n_samples
+ threshold = cv[j] * y_sq_sum
+ # threshold = cv[j] * self.n_samples
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# threshold = cv[j] * norm_sq * abs(old_coef)
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new_coef = self._soft_threshold(rho, threshold) / norm_sq
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