base¶

Module: `base`¶

selectinf.base.restricted_estimator(loss, active, solve_args={'min_its': 50, 'tol': 1e-10})[source]¶

Fit a restricted model using only columns active.

Parameters

Mest_loss : objective function

A GLM loss.

active : ndarray

Which columns to use.

solve_args : dict

Passed to solve.

Returns

soln : ndarray

Solution to restricted problem.