CalfCV Examples Gallery#
This gallery provides practitioner-focused examples demonstrating how to leverage
CalfCV for automated hyperparameter tuning, dynamic noise suppression, and
highly interpretable feature selection.
Together, these scripts illustrate how CalfCV trades upfront computational
time for robust generalization, yielding simple integer-weighted models that
match the predictive power of continuous optimization techniques.
Gallery Highlights#
Dynamic Noise Suppression: Demonstrates how
CalfCVdynamically prunes pure noise features without requiring a hardcoded feature count target (k), protecting downstream classifiers from overfitting. (See: CALF as a Supervised Feature Selection Preprocessor)Clinical Interpretability vs. Continuous Weights: Validates the estimator on real-world medical data. Compares
CalfCVagainst L1 (Lasso) and RFE, showing how discrete ±1 weights create a highly interpretable aggregate scorecard with competitive ROC-AUC. (See: Feature Selection Sparsity: CALF vs. L1 & RFE)Runtime vs. Performance Benchmarking: Quantifies the computational cost of the internal grid search. Illustrates that the modest increase in fit time buys optimal predictive generalization and extreme model sparsity. (See: Runtime vs. Classifier Performance Trade-offs)
Decision Calibration & Probabilities: Proves that despite utilizing discrete integer weights,
CalfCVproduces calibrated probability estimates via a sigmoid transformation, allowing for standard precision-recall threshold tuning. (See: Decision Threshold Calibration)
Decision Threshold Calibration: Precision, Recall, and F1 Trade-offs
Cumulative AUC by Feature: Forward Selection Trajectory
Multilabel Text Document Classification with CALF One-vs-Rest
Sentiment Analysis of High-Dimensional IMDB Reviews
CALF as a Supervised Feature Selection Preprocessor