feat: release skmodels (#59)

include PortfolioSelection, NonlinearSelection, RobustRegression
abess-team · Nov 27, 2023 · 2e50f14 · 2e50f14
1 parent 02e7074
commit 2e50f14
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diff --git a/skscope/__init__.py b/skscope/__init__.py
@@ -20,6 +20,7 @@
 )
 from .base_solver import BaseSolver
 from .numeric_solver import convex_solver_nlopt
+from .skmodel import PortfolioSelection, NonlinearSelection, RobustRegression
 
 __all__ = [
     "ScopeSolver",
@@ -31,4 +32,7 @@
     "ForwardSolver",
     "OMPSolver",
     "convex_solver_nlopt",
+    "PortfolioSelection",
+    "NonlinearSelection",
+    "RobustRegression",
 ]
diff --git a/skscope/skmodel.py b/skscope/skmodel.py
@@ -273,7 +273,7 @@ def custom_objective(alpha):
             return loss
 
         solver = ScopeSolver(p, sparsity=self.sparsity)
-        alpha = solver.solve(custom_objective)
+        alpha = solver.solve(custom_objective, jit=True)
         self.coef_ = np.abs(alpha)
         return self