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Add scikit-learn-contrib/stability-selection and improve randomized_l1 transformers #308

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@teabolt teabolt commented Apr 29, 2019

Closes #305.

Coverage should increase once scikit-learn 0.21 and scikit-learn-contrib/stability-selection are tested against (could modify the tox config for this?).

If more use cases come up for functions like register_notnone and instantiate_notnone, they could be moved to base_utils.py or similar.

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codecov-io commented Apr 29, 2019

Codecov Report

Merging #308 into master will decrease coverage by 0.02%.
The diff coverage is 83.33%.

@@            Coverage Diff             @@
##           master     #308      +/-   ##
==========================================
- Coverage   97.09%   97.07%   -0.03%     
==========================================
  Files          44       44              
  Lines        2856     2868      +12     
  Branches      542      543       +1     
==========================================
+ Hits         2773     2784      +11     
- Misses         45       46       +1     
  Partials       38       38
Impacted Files Coverage Δ
eli5/sklearn/transform.py 93.61% <83.33%> (-0.67%) ⬇️

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teabolt commented Apr 29, 2019

Re: two test parametrizations for RandomizedLasso, one for scikit-learn < 0.19 and another for scikit-learn >= 0.19. It might be possible to reduce these to just one test by passing certain parameters to the RandomizedLasso so that the same features are selected in both scikit-learn versions. See also history of randomized_l1 https://github.com/scikit-learn/scikit-learn/commits/0.20.X/sklearn/linear_model/randomized_l1.py for what might be causing the difference in selected features.

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add scikit-learn-contrib/stability-selection support
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