User guide: discrete first-order method for subset selection

The DFO Regressor

The key estimator in this packages is the discretefirstorder.DFORegressor. You can import it as:

>>> from discretefirstorder import DFORegressor

Fitting the estimator

Easily fit the estimator as follows:

>>> import numpy as np
>>> from discretefirstorder import DFORegressor
>>> X = np.arange(100).reshape(100, 1)
>>> y = np.random.normal(size=(100, ))
>>> estimator = DFORegressor()
>>> estimator.fit(X, y)