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I tried to strip out most of the abstraction and got the code below.
As long as we have a single optimizer, I'm not it make sense to factor out more in the AbstractOptimizer class.
Will try to include in the code and run the test suite.
The
ModelSelector
API seems redundant with theOptimizer
class :Something like this would be more suitable and simple:
For consistency of naming we should have also
Rather than the confusing usage of estimator/model
Related issue40
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