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Banded Ridge TRFs#222

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vinaysraghavan merged 64 commits intomainfrom
banded_ridge
Mar 9, 2026
Merged

Banded Ridge TRFs#222
vinaysraghavan merged 64 commits intomainfrom
banded_ridge

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@vinaysraghavan
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What does this implement/fix? Explain your changes.

Adds BandedTRF class for modeling features using TRFs trained with banded ridge regression.
Includes examples showing 1. That banded regularization outperforms standard TRFs by determining regularization separately for each feature and 2. BandedTRFs are dependent on the order of features used

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@vinaysraghavan vinaysraghavan marked this pull request as ready for review February 25, 2026 00:26
vinaysraghavan and others added 3 commits February 25, 2026 13:53
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@gavinmischler gavinmischler left a comment

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Sorry, last things I didn't realize before, otherwise I think it's ready!

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Looks good!

@vinaysraghavan vinaysraghavan merged commit 1fa9392 into main Mar 9, 2026
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2 participants