PUBDEV-8927: Remove redundant predictors if found for backward mode #6446
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…election. PUBDEV-8927: Add check to stop model building when no more predictors are available.
tomasfryda
approved these changes
Dec 5, 2022
wendycwong
deleted the
wendy_pubdev_8927_remove_collinear_columns_backward
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This PR fixes the issue in JIRA: https://h2oai.atlassian.net/browse/PUBDEV-8927
I added support to remove multiple predictors at the beginning if we detected collinear columns for backward mode of modelselection.
Basically, if I detected that we are the beginning of the model building process, after the first model is built, we will check and see if there are columns that are not active. This is done by looking at the coefficient indices stored in best submodel idxs. If the idxs is null, that means all coefficients are used.
Added a python test to make sure the fix is correct.