Add pre-validation predictions to cv_grpnet#150
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…) output to cv_grpnet (gaussian glm only) and a simple unit test for that
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Extends
cv_grpnetto return pre-validated predictions for each training point (see Section 3.5.2 of Statistical Learning With Sparsity). These are only computed / checked when using a gaussian glm.The changes are in adelie/cv.py and a simple unit test for pre-validation is in tests/test_preval.ipynb
The pre-validated predictions are important when building multi-stage regression algorithms.