double.py 文件源码

def fit(self, X, y):
        X = np.asanyarray(X)
        y = np.asanyarray(y)

        # Selection        
        self.selector.fit(X, y)
        self.selected_ = (np.abs(self.selector.coef_) >= self.threshold)

        # Final Estimation
        self.estimator.fit(X[:, self.selected_], y)

        # Coefficients
        self.coef_ = np.zeros_like(self.selector.coef_)
        self.coef_[self.selected_] = self.estimator.coef_
        self.intercept_ = self.estimator.intercept_

        return self