Add tol support to SequentialFeatureSelector#1160
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Add tol support to SequentialFeatureSelector#1160vaaven wants to merge 1 commit intorasbt:masterfrom
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Hi @rasbt!
Added
tolsupport toSequentialFeatureSelectorfor auto-like modes (k_features="best"or"parsimonious"), with tolerance-based early stopping logic in both forward/backward paths (including forward positivetolrestriction)Related issues or pull requests
Fixes #1079
Pull Request Checklist
./docs/sources/CHANGELOG.mdfile (if applicable)./mlxtend/*/testsdirectories (if applicable)mlxtend/docs/sources/(if applicable)PYTHONPATH='.' pytest ./mlxtend -svand make sure that all unit tests pass (for small modifications, it might be sufficient to only run the specific test file, e.g.,PYTHONPATH='.' pytest ./mlxtend/classifier/tests/test_stacking_cv_classifier.py -sv)flake8 ./mlxtend