About DEBIAS_OLS setting #280
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zhanglin-alt
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LASSO is a subset of the elastic net. To be more precise, the message should be corrected as |
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I'm a bit confused about the DEBIAS_OLS setting. The official documentation states that "DEBIAS_OLS = 1 is effective when LMODEL = enet and CV = 0", but the program output message says "DEBIAS_OLS = 1: Attempt to reduce the bias of LASSO by performing OLS fitting with features selected by LASSO." So when DEBIAS_OLS = 1, is it correcting LASSO or the elastic enet method?
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