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Coarse approximation linear function with cross validation

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CalfCV

This is a Python implementation of the Coarse Approximation Linear Function (CALF) used in the R package, calf. The calfcv package follows the conventions of Scikit-Learn and is compatible with that ecosystem.

Jeffries, C.D., Ford, J.R., Tilson, J.L. et al. A greedy regression algorithm with coarse weights offers novel advantages. Sci Rep 12, 5440 (2022). https://doi.org/10.1038/s41598-022-09415-2

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