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ya_glm/base/Glm.py

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@@ -294,6 +294,7 @@ def _get_penalty_kind(self):
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"""
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n_kinds = 0
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# TODO: perhaps give option for vanilla
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kind = 'entrywise' # default
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if hasattr(self, 'groups') and self.groups is not None:

ya_glm/processing.py

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@@ -119,6 +119,10 @@ def process_X(X, standardize=False, groups=None, sample_weight=None, copy=True,
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return X, out
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def process_groups(groups, n_features):
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return [np.array(grp_idxs).astype(int) for grp_idxs in groups]
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def deprocess_fit(coef, intercept, pre_pro_out, fit_intercept):
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"""
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The X may be centered and scaled and the y data may be centered before fitting. This function undoes the processing on the fit coefficient/intercept so the new coef/intercept match the scale of the original data.

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