>From a generalization point of view (test accuracy), the optimal sparsity support should not matter much though, but it can be helpful to find a the optimally sparsest solution for either computational constraints (smaller models with a lower prediction latency) and interpretation of the weights (domain specific).
-- Olivier _______________________________________________ scikit-learn mailing list [email protected] https://mail.python.org/mailman/listinfo/scikit-learn
