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[Feature] Output the best performing model from mselect() function. #14

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[Feature] Output the best performing model from mselect() function.#14
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PythonIssues/features related to the Python interface.enhancementNew feature or request

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@shuix007
shuix007
opened on Jan 6, 2020

The current mselect function only prints out the best performing hyper-parameter. It is better to output the best performing (or all?) model as well (or give this as an option to the user).

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