diff --git a/skscope/__init__.py b/skscope/__init__.py index 1f0f5cf..204b28c 100644 --- 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 index 9f055fd..f1ad80d 100644 --- 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