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Added functionality to prioritize predictors

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@mathias-von-ottenbreit mathias-von-ottenbreit released this 14 Feb 20:54
· 263 commits to main since this release
1a9f5b4

An optional argument, prioritized_predictors_indexes, can be passed to the fit method. It specifies the indexes of predictors (columns) in X that should be prioritized. Terms of the prioritized predictors will enter the model as long as they reduce the training error and do not contain too few effective observations. They will also be updated more often.