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Feature Request: batched approach to PCov based selectors. #130

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eae32 opened this issue May 16, 2022 · 1 comment
Open

Feature Request: batched approach to PCov based selectors. #130

eae32 opened this issue May 16, 2022 · 1 comment

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@eae32
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eae32 commented May 16, 2022

For applications, in which reconstructing the modified Gram matrix at each selection step is not practical, it would be great to have the option of selecting batches of features/samples at a time before reconstruction the modified Gram matrix.
@rosecers
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Should be addressed in #133. @eae32, please confirm

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@eae32 @rosecers