Vignette: Use LOO CV with validate_search = FALSE
instead of K-fold CV
#305
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This makes the vignette use
cv_varsel()
with LOO CV andvalidate_search = FALSE
instead of K-fold CV. This provides a speed improvement when building the vignette and should reflect the typical projpred workflow better (runningcv_varsel()
withvalidate_search = FALSE
first for rough results and only later runningcv_varsel()
withvalidate_search = TRUE
). Of course, this causes the vignette to show an unvalidated search, but this is emphasized in the text, so I think that should be ok.@avehtari: Do you want to take a look at this? You don't need to, but you contributed some helpful comments on the last vignette PR (#237). I added you as reviewer, but could remove you again.