This release comes with some requested features and enhancements.
Features:
* Class `GAFeatureSelectionCV` now has a parameter called `max_features`, int, default=None. If it's not None, it will penalize individuals with more features than max_features, putting a "soft" upper bound to the number of features to be selected.
* Classes `GASearchCV` and `GAFeatureSelectionCV` now support multi-metric evaluation the same way scikit-learn does; you will see this reflected on the `logbook` and `cv_results_` objects, where now you get results for each metric. As in scikit-learn, if multi-metric is used, the `refit` parameter must be a str specifying the metric to evaluate the cv-scores.
* Training gracefully stops if interrupted by some of these exceptions: ``KeyboardInterrupt``, ``SystemExit``, ``StopIteration``.
When one of these exceptions is raised, the model finishes the current generation and saves the current best model. It only works if at least one generation has been completed.
API Changes:
* The following parameters changed their default values to create more extensive and different models with better results:
- population_size from 10 to 50
- generations from 40 to 80
- mutation_probability from 0.1 to 0.2
Docs:
* A new notebook called Iris_multimetric was added to showcase the new multi-metric capabilities.