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OLS.fit_regularized(L1_wt=0) returns params as numpy array instead of pandas Series #4724

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kdebrab opened this issue Jun 7, 2018 · 1 comment
Open

OLS.fit_regularized(L1_wt=0) returns params as numpy array instead of pandas Series #4724

kdebrab opened this issue Jun 7, 2018 · 1 comment
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comp-regression pandas-integration

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@kdebrab
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kdebrab commented Jun 7, 2018

A pandas Series is returned as soon as L1_wt is different from 0.
@kshedden
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kshedden commented Jun 7, 2018

L1_wt=0 uses a different code path for efficiency (it is just ridge regression). We should fix this inconsistency in return types. A PR would be welcome.

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@kdebrab @kshedden @bashtage