Allow the computation of LOO-CV error for OrdinaryRegression to be optional
The computation of LOO-CV error for ordinary regression may become costly for a certain size of problem.
A flag (a keyword argument 'compute_loocv'
) is now allowed to be passed to the fit()
method so the computation can be skipped.
The parameter does not explicitly appear in the method signature; instead it passes through the **kwargs
mechanism which is then parsed in the method's body.
Now, for instance:
...
>>> my_ordinaryreg.fit(xx_train, yy_train, compute_loocv=False)
>>> my_ordinaryreg.loocv_error is None
True
By default the flag is still set to True
.
This MR should resolve Issue #94 (closed).
Edited by Damar Wicaksono